When we talk people being “themselves” or “himself” or “myself” is it attaching the concept of self to actions that are actually not “self”?
The concept of “being oneself” is ill-defined. What is it that is being oneself?
The suttas say in various places that self-view is wrong view. For example, SN 22.156 says that self-view arises due to grasping at the five aggregates:
“When form exists, because of grasping form and insisting on form, view of self arises. When feeling … perception … choices … consciousness exists, because of grasping consciousness and insisting on consciousness, view of self arises. […]”
It also says that since the five aggregates are impermanent, grasping at them leads to dukkha.
This means that if one conceives of oneself as the body, or awareness, or sensations, perceptions, thoughts, emotions, attitudes, values, and so on, then that is wrong view and causes dukkha.
There is nothing problematic at all. 
Claiming there is “no self at all” is pointed out in MN 2 as being a wrong view:
“This is how he attends unwisely: ‘Was I in the past? Was I not in the past? What was I in the past? How was I in the past? Having been what, what did I become in the past? Shall I be in the future? Shall I not be in the future? What shall I be in the future? How shall I be in the future? Having been what, what shall I become in the future?’ Or else he is inwardly perplexed about the present thus: ‘Am I? Am I not? What am I? How am I? Where has this being come from? Where will it go?’
“When he attends unwisely in this way the view ‘no self exists for me’ arises in him as true and established.”
There is also AN 6.38 Attakārīsutta The Self-Doer.
- Please keep in mind that only true perception of impermanence can uproot the conceit ‘I am’.
”But then, a mendicant grounded on these five things should develop four further things. They should develop the perception of ugliness to give up greed, love to give up hate, mindfulness of breathing to cut off thinking,
and perception of impermanence to uproot the conceit ‘I am’.
When you perceive impermanence, the perception of not-self becomes stabilized.
Perceiving not-self, you uproot the conceit ‘I am’ and attain Nibbāna in this very life.”
- Ud 4.1
”Dispassion for the world is happiness
for one who has gone beyond sensual pleasures.
But dispelling the conceit ‘I am’
is truly the ultimate happiness.” - Ud 2.1
Nibbāna is of course the ultimate happiness spoken about and it is thanks to attaining that dimension that the conceit ‘I am’ is truly dispelled:
“There is, mendicants, that dimension where there is no earth, no water, no fire, no wind; no dimension of infinite space, no dimension of infinite consciousness, no dimension of nothingness, no dimension of neither perception nor non-perception; no this world, no other world, no moon or sun. There, mendicants, I say there is no coming or going or remaining or passing away or reappearing. It is not established, does not proceed, and has no support. Just this is the end of suffering.” - Ud 8.1
“Above, below, everywhere free,
not contemplating ‘I am this’.
Freed like this, he has crossed the flood
not crossed before, so as to not be reborn.” - Ud 7.1
Eternalists perceive as if it is the same self taking rebirth after rebirth, so they have mistaken views of both impermanence and “permanence”:
“The world is caught up in delusion,
but is looked on as making sense.
The fool caught up in attachment
is surrounded by darkness.
It seems as if eternal,
but for one who sees, there is nothing.” - Ud 7.10
And to truly see Samsara/Existence/The Khandhas as empty and nothing, one has to attain Nibbāna.
- Eternalism and Annihilationism have nothing to do with Buddhism and are the views of other religious sects.
If you use ”there is no self at all” as some logical working model to somehow understand anicca, dukkha & anatta you can be led astray and start having such wrong views as mentioned in MN 2 and thanks to this instead promote annihilationism.
That is why there are buddhists who firmly claim ”there is no self at all” and thanks to this their take on Nibbāna is only ”mere cessation”.
- Stick to the middle and you’ll be fine,
since it only that immersion beyond Samsara (the goal of the practice) that truly uproots the conceit ‘I am’.
On a sidenote, since buddhism is a meditative path and some teachers might teach that one should just reduce the khandhas/self more and more in meditation please also keep in mind that meditation is not only reduction of bad habits and a self:
Meditation is also expansion.
The higher the beings are in all the planes of existence, the less selfish they are.
And the vastly expanded minds of these beings are incomprehensible.
So it is not like one meditates and gradually reduces oneself to a unconscious state of annihilation…
Nibbāna is light:
“Where water and earth,
fire and air find no footing:
there no star does shine,
nor does the sun shed its light;
there the moon glows not,
yet no darkness is found. <———— Ud 1.10
And in this immersion beyond all planes of existence one can still perceive:
“It could be, Ānanda, that a mendicant might gain a state of immersion like this. They wouldn’t perceive earth in earth, water in water, fire in fire, or air in air. And they wouldn’t perceive the dimension of infinite space in the dimension of infinite space, the dimension of infinite consciousness in the dimension of infinite consciousness, the dimension of nothingness in the dimension of nothingness, or the dimension of neither perception nor non-perception in the dimension of neither perception nor non-perception. And they wouldn’t perceive this world in this world, or the other world in the other world.
And yet they would still perceive.” <————— AN 10.6
Sariputta says the same thing in AN 10.7 
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I would say that its ok. The Buddha addressed this in SN 1.25:
“When a mendicant is perfected, proficient,
with defilements ended, bearing the final body:
would they say, ‘I speak’,
or even ‘they speak to me’?”
"When a mendicant is perfected, proficient,
with defilements ended, bearing the final body:
they would say, ‘I speak’,
and also ‘they speak to me’.
Skillful, understanding the world’s labels,
they’d use these terms as no more than expressions.”
Even fully enlightened beings say “I.”
However, I find it useful to reflect on non-self and sometimes reflect: “this is not me, this is not mine, this is not myself.” This helps to let go and not worry so much.
The Buddha talks about the benefits of this contemplation in AN 6.104:
“Mendicants, seeing six benefits is quite enough to establish the perception of not-self in all things without qualification. What six? ‘I will not be determined by anything in the world.’ ‘My I-making will stop.’ ‘My mine-making will stop.’ ‘I will have unshared knowledge.’ ‘I will clearly see causes and the phenomena that arise from causes.’ Seeing these six benefits is quite enough to establish the perception of not-self in all things without qualification.”
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It’s using conventional truth, where the concept of self is valid to be used.
I guess in normal speak, being oneself means being honest to the state and level of one’s mental and physical cultivation. If one actually prefers durian, one can be free to express this to others. It means letting go of aversion to one self, and letting go of needless suppression.
Being oneself can also mean loving kindness for fully accepting oneself as one really are right now. And from full acceptance, aversion fades away, then there’s less chance of a craving or urge to do bad deeds.
The wrong way of taking that advice would be to be indiscriminate in doing bad deeds and following one’s desires. Like even the durian example above, even if one prefers it, one might not be taking too much of it out of consideration for others and one’s own appetite for eating other food.
One shouldn’t mix in ultimate truth of no self in this picture when the context is conventional truth, or else one misses out on the benefit of total radical acceptance of loving kindness.
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