Western invidualism, when taken to the extreme, results in a fundamental flaw in thought. Namely: though we might describe a “self” that may change gradually over time (a dynamic self), we treat the self as unitary. We assume that all thought and emotion and behavior is consistent with a single self - as if an individual mind is a one-to-one mapping between input and output that only adjusts itself over a long time.
But in fact, there is no single “self”. By which I mean that the word “self” has two meanings: the self-in-the-moment and the continuous self. These are distinct concepts and must be treated separately by any sane theory of mind. Each human being has multiple self-in-the-moments. She alternates between them depending on mood and situation. She constantly creates/gains new ones and sheds/loses old ones. The continuous self, that which we think of as our identity, that which the Western individualist overemphasizes, is but a gradually changing pattern over time. A pattern of what selves we tend to be in a given situation. It is merely a relation imposed upon these selves.
There is a third type of self as well, one fractal level higher, which is the collection of all of the possible selves that an individual is capable of becoming. But Western thought tends not to think of the self on such a high level, and so this third meaning of the word is rarely invoked.
The distinction between momentary and continuous self is a gestalt property of our brain, perhaps of any sufficiently advanced neural network - whether or not that network is complex enough to be self-aware. In the neurons in your brain, there is the strength of connection between any two given neurons, which on a computer we might simulate with a weighting applied to the signal passing through. These form a relatively static network that adjusts itself over time. This is the continuous self.
The level of activity at each junction point in the brain, which is to say the strength of the signal passing through at the current time, forms the active network, which is the momentary self. It shifts around within the larger, more static network of the neurons themselves.
How is it that we have a continuous sense of self over years, but lose consciousness every night? Because when we sleep our active neural network shifts into one whose energy and complexity are too low to produce self-awareness. Except in REM sleep, when we enter an altered state of consciousness that is relatively disconnected from our long-term memory pathways, so we struggle to remember our dreams and are unaware of the surrounding context of our lives and selves while in them. Except in lucid dreams… neurology is complicated.
In my own life, I have found this two-tiered of the self to reduce depression and anxiety. When I realize that I will shift modes of thinking and feeling and acting once I am in a particular situation, I spend less time overanticipating events and wondering if I am ready for them. Moreover, when I am depressed I spend a lot of time in a few (unhappy) headspaces. In other words, switching between a few selves. In those times I usually have a feeling of being stuck, which a cognitive-behavioural theorist might explain as arising from my thought that things have not / are not improving for me over time, but which I propose could also rise directly as a percept caused by keeping only a few sub-networks of my brain active.