The continuity of my personality is an illusion created by the interpretations of my memories, which are re-membered in the context of who I am now, by who I am now. The present self is thus always informed by that past self, which is transformed by the present self. This complex feedback loop creates the conditions for the emergence of an integrated personality from the fragments of my past and current selves. All of this is of course built upon genetic tendencies, the relative strength or weakness of memory, the relative and periodic recall of those memories, and one's social context. Different environments can call forth different selves -- as husband, father to each of three children, teacher, friend, employee, etc., I am a different person. A different person, but not unrelated to the others -- what differs is emphasis and the memory resources on which one draws, recalled in the appropriate contexts.
Given that we are the stories we tell ourselves to ourselves, meaning we are always in a position of interpreting and editing our stories about ourselves, it may be appropriate to view our selves as hermeneutic selves. The remembrance of things past is always fragmented and interpreted. How we interpret ourselves to ourselves (and thus present ourselves to others) can either be habitual (they way we have typically done it, which is familiar and comfortable, even if it may not be the best interpretation possible) or consciously chosen. If I tell a story to myself of myself as a loser, I'll act in ways that will fulfill that interpretation. But if I tell a story to myself of myself as someone on the pathway to success, I'll act in ways that will fulfill that interpretation. Confidence matters.
It is unlikely that successful people think or thought of themselves in negative terms. Without a supreme sense of self-confidence, you cannot be successful. Self-confidence is a story you tell yourself about yourself. So, too, is arrogance, self-loathing, depression, courageousness, etc. Each of these are interpretive stances one takes regarding one's self, tying all of the fragments, past and present, together into a whole. We inform our inform selves into a coherent form that flows from moment to moment, context to context, with occasional discontinuities if we have to jump into an atypical situation. Feelings of confusion emerge at such times, when you don't know what situation you are in, or if you are getting contradictory information about how to act or react.
So in a sense the sense that we are a unified self is an illusion, but in another sense, we are a unified sense, because we interpret ourselves into a coherent self. Our interacting fragments give rise to a coherent self in the same way interacting biomolecules give rise to a coherent, living cell. Both are maintained through constant change and through constant interactions with the environments in which they find themselves. We are and are not coherent selves; we are interpreted selves, which brings coherence to the incoherent. Just because something is an illusion -- or, better, virtual -- that hardly means it isn't real.
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