Well Buddha when asked questions like this remained silent. This is a very short passage on the topic:
Then the wanderer Vacchagotta went to the Blessed One and, on arrival, exchanged courteous greetings with him. After an exchange of friendly greetings & courtesies, he sat to one side. As he was sitting there he asked the Blessed One: "Now then, Venerable Gotama, is there a self?"
When this was said, the Blessed One was silent.
"Then is there no self?"
A second time, the Blessed One was silent.
Then Vacchagotta the wanderer got up from his seat and left.
Then, not long after Vacchagotta the wanderer had left, Ven. Ananda said to the Blessed One, "Why, lord, did the Blessed One not answer when asked a question by Vacchagotta the wanderer?"
"Ananda, if I — being asked by Vacchagotta the wanderer if there is a self — were to answer that there is a self, that would be conforming with those brahmans & contemplatives who are exponents of eternalism [the view that there is an eternal, unchanging soul]. If I — being asked by Vacchagotta the wanderer if there is no self — were to answer that there is no self, that would be conforming with those brahmans & contemplatives who are exponents of annihilationism [the view that death is the annihilation of consciousness]. If I — being asked by Vacchagotta the wanderer if there is a self — were to answer that there is a self, would that be in keeping with the arising of knowledge that all phenomena are not-self?"
"No, lord."
"And if I — being asked by Vacchagotta the wanderer if there is no self — were to answer that there is no self, the bewildered Vacchagotta would become even more bewildered: 'Does the self I used to have now not exist?'"
Meditations on non self can be a great help to a practitioner on the path. But if you turn it into a doctrine or theory, or dogma, it’s likely to become an obstacle. If you come to believe you’ve “understood non self” and maybe back that up with some unusual spiritual experience that you take to be “realization of non self” then it could really hinder things and make it hard to practice as a Buddhist. You would then be strongly supporting this notion of being a being who has “realized non self” which if you think about it is a rather paradoxical position to be in. But even if you spot that it can be very hard to do anything about it. You can get amused by it, laugh at yourself and then say to yourself “Look, I’ve laughed at my own “realization of non self” so I must have realized it properly now” so just at one level after another you’ll find it still becomes a kind of acquisition you use, to build up your sense of self as an important being who has realized something few others have realized. This is what Trungpa Rinpoche devoted his “Cutting through Spiritual Materialism” book to, and I recommend you read it.
This is where it really helps to have a teacher. Especially if they have a good connection with the lineage of teachers themselves. That can give you confidence in them, but generally anyone who is not yourself, even if others don’t see what you see in them, but someone you respect, someone who you see as wise, not a guru, doesn’t have to be that, just someone who is not you, who you feel has some insight they are helping you with. So the teacher is of great value, and having some kind of personal connection with them. Then they can help you lighten up on such things in ways you just can’t do if you try to go it alone and do it all yourself.
This is true in Therevadhan Buddhism too. However I’ve had teachings on this mainly in the Tibetan Buddhist traditions, and I recommend Cutting Through Spiritual Materialism. Others will surely have other recommendations.
Of course it’s fine to have theories about atman, about self, about not having a self, etc. etc. But you asked what Buddhists say, and this is a sutra cite from Buddha himself, and from the oldest Pali sutras common to all the branches of Buddhism that treat the Pali canon as authentic. So I think you can say that for those branches of Buddhism at least, that’s what they would say to someone who asked “is it this” or “is it that” asking them to accept or deny various theories or doctrines about self and non self. At least - if you go to the teachers who have thoroughly studied the sutras, this is what they are going to say.
This is Trungpa Rinpoche’s book - on this general thing about how you deal with our tendency to try to make and acquire various ideas and spiritual experiences and attainments.
For a Therevadhan approach, see Thanissaro Bhikkhu’s Translator’s Introduction to the Avyakata Samyutta and Walpola Rahula’s “What the Buddha Taught”.
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