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Anatta and automatic (mental) process
Many people have trouble understanding anatta - plus it leads to problems like "if there is no self, who suffers, who is born" etc. etc.
Here is an easy way to understand this. Think of the times you lost control - anger, lust, and so on. Only after the event (after getting angry or after succumbing to temptation etc.), you say, "I was angry, I was lustful." Not during the event. In fact, if there is perfect awareness of anger as it happens, then anger will not happen. Strange but true.
So anger (and pretty much everything that occurs in your head) is not unlike an automatic process, which is why you're wiser AFTER the event, and not during or earlier. It is almost as if you and anger are distinct entities, as if anger has a mind of its own and can do its thing - that's why you realize you're angry after it's already happened. You say hurtful things and then realize, "Gosh, I can't believe I just said that."
From this, it is easy to conclude the following: if all these things that occur in your head go on and on and on without your approval (as if they are entirely separate, distinct entities), then perhaps we're 'creating' the self through identification with these entirely separate, distinct entities (such as "I am angry," "I am sad,"). Without this identification, where is the self?
Ergo, anatta makes perfect sense.
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Comments
e.g. four mindful establishments
We can also look at it this way ... anapanasati, I believe, is awareness of breath. Most people do not know why they do it. Here is why. We observe the breath to realize that breathing is an automatic process that goes on with or without our approval. We are completely helpless in that regard - even when we're asleep it goes on. From the breath, which is gross, we move on to the mind, which is subtle, and realize the same thing: that the mind just goes on with or without our sanction.
Again, the conclusion is inevitable: if everything is a process (and processes are automatic), then nothing we do can bring about enlightenment. It happens when it does. All our practices/methods/precepts are geared toward realizing this truth.
Or something to that effect.