The self is created by clinging—to form, to feelings, to views—as me or mine. No clinging–no self. We have no descriptive words for this state of being. In this sense, pronouns disappear because you cannot find an I, me or mine—there is simply no kernel for a self to form around. This is why, in the suttas, the Buddha refers to himself not with pronouns but as the Tathagata: literally “one who is thus gone” and “one who is thus arrived.” Essentially, a tathagata is one who is freed from clinging and cannot be classified as a something; rather, a tathagata IS.
It’s difficult because a tathagata transcends concept and therefore can’t be understood conceptually or intellectually. It can however be known by direct experience. It is more important to our practice to understand that what the Buddha is pointing to is the link between clinging and suffering. Although the Buddha had knowledge far beyond what he shared with his followers (and says as much in many suttas), his interest was in teaching how to end suffering.
Our identity is defined by what we cling to, by the judgments and opinions that we believe define us. When we see, in practice, the connection between clinging and suffering, we can use this insight to help loosen or break the attachments that cause us stress.