It is what happens around and to my body that creates the sense of there being an inner self. We would be wrong to claim there is such a thing, and definitely in no way does an 'inner' or 'core' self (aka a soul) precede embodiment and real world interacation. The inner self is made what it is from the outer.
In this way it is true, consciousness must always be consciousness of something: it is not a static but a process. Identity is not a static but is based on meaning, consistency and presence. We learn about and create our own natures by our responses to the situations we find ourselves in. It is not an independent nature which finds expression through the body and its situations, but is a nature brought into being by those situations.
it seems wrong in some way to say "I have a body". I would prefer to say "I have a mind". 'I' seems to be a much larger concept than the mind, which is the mere tip of the iceberg (although it claims rulership for itself). The mind, the self-conscious ego, is merely the most focussed part of the web of interactions, process and environmental interchange that makes up 'me'.
I think Wittgenstein said it better than most have understood: I am my world. I am not present 'in' the world any more than the eye is in the visual field. How sublime is this statement, how awe-inspiring the intellect that could produce it?