http://www.tricycle.com/what-buddha-never-said/there-no-self
"When Vacchagotta the wanderer asked him point-blank whether or not there is a self, the Buddha remained silent, which means that the question has no helpful answer. As he later explained to Ananda, to respond either yes or no to this question would be to side with opposite extremes of wrong view (Samyutta Nikaya 44.10). Some have argued that the Buddha didn’t answer with “no” because Vacchagotta wouldn’t have understood the answer. But there’s another passage where the Buddha advises all the monks to avoid getting involved in questions such as “What am I?” “Do I exist?” “Do I not exist?” because they lead to answers like “I have a self” and “I have no self,” both of which are a “thicket of views, a writhing of views, a contortion of views” that get in the way of awakening (Majjhima Nikaya 2)."