Whether the self exists or not, or whether this universe has an end or not are big questions, but they do not help us much to live our lives. This question of the self’s existence should be explained in terms of whether it has a positive or negative effect on our lives. No self should not be a philosophical question that absorbs us, but rather a perspective or value in our lives.
For example, the Buddha sometimes debated about vast philosophical questions with scholars of logic from other religious traditions. One time he was asked, “Does the Universe have an end?” and he replied with another question. Suppose, he said, you went into a dark forest where hunters roamed with poisoned arrows. Mistaking you for an animal, they shot a poisoned arrow deep inside you. Would you spend your time thinking, what direction did this come from? East? West? Would you think about what the arrow is made of? Of course not. You would try to save yourself and do something practical like removing the arrow.
The big question about no self is like this—a philosophical question that would be discussed for hundreds of years—and these long exchanges would just give us headaches.
~Karmapa: How to Make Wise Choices