I find the teaching of the five khandas (the aggregates) a useful way to see our empty, not-self nature.
There's a famous simile from the monk Nagasena, explaining anatta (not-self). He describes a chariot: the wheel isn't the chariot, the axle isn't the chariot, the frame isn't the chariot. No single piece is "chariot." But when the parts come together, "chariot" becomes a convenient name for these parts functioning as one.
Similarly, "London" is only London through the coming together of various parts: the Houses of Parliament, the London Eye, Big Ben, Covent Garden, the streets, the car parks, the people moving through it. Ultimately, it's just buildings, shapes, and colours that we suffuse with meaning and call "London." Take away the name, and there's no separate "London" to be found, which starts to show the empty and anatta nature of names, labels and concepts that have been suffused with meaning.
We are much the same. What we call "self" is really the five khandas moving together, form (the body), feeling (the pleasant, unpleasant or neutral tone of an experience), perception (recognising and labelling what's there), mental formations (the reactions, intentions, habits that follow), and consciousness (the bare knowing of it all). There's no "me" inside any of them.
With no fixed or isolated thing called "me," but a continual coming together, a continual happening of these parts, moment after moment, the sense of having a "me" starts to loosen, as it simply can't be found.