In ancient india, you had a wide range of seories of self. Vedanta tells us what we are, and ultimately, that we are infinite existence,. But that's vedanta. If you remember the class on vedante sara, there was a chapter inquiring into who am i? The core of what it means to be sentient being is not at all touched by any other kind of analysis.
Swami Sarvapriyananda teaches the Katha Upanishad, which is one of the most popular Upanishads. The scripture concerns the story of a young man who goes to the house of death to find out what happens after death. The reply describes the nature of reality and the meaning of life.