Thus we see how the teaching on paticcasamuppada (dependent origination) is also an exposition on anatta as it explains the conditioned nature of phenomena-giving the important links, and revealing that there is no self behind these links.
It is not surprising if at times we have resistance about anatta.
Even the venerable Channa, who later became an arahat, knew the teaching about anatta but he shrunk back from it.
https://suttacentral.net/sn22.90/en/bodhi?lang=en&reference=none&highlight=false
Saṁyutta Nikāya
Connected Discourses on the Aggregates
22.90. Channa
, the elder bhikkhus said to the Venerable Channa: “Form, friend Channa, is impermanent, feeling is impermanent, perception is impermanent, volitional formations are impermanent, consciousness is impermanent. Form is nonself, feeling is nonself, perception is nonself, volitional formations are nonself, consciousness is nonself. All formations are impermanent; all phenomena are nonself.”
Then it occurred to the Venerable Channa: “I too think in this way: ‘Form is impermanent … consciousness is impermanent. Form is nonself … consciousness is nonself. All formations are impermanent; all phenomena are nonself.’ But my mind does not launch out upon the stilling of all formations, the relinquishing of all acquisitions, the destruction of craving, dispassion, cessation, Nibbāna; nor does it acquire confidence, settle down, and resolve on it. Instead, agitation and clinging arise and the mind turns back, thinking: ‘But who is my self?’(see note 181 below) But such does not happen to one who sees the Dhamma. So who can teach me the Dhamma in such a way that I might see the Dhamma?”
[…]
Then the Venerable Channa set his lodging in order, took his bowl and robe, and went to Ghosita’s Park in Kosambi, where he approached the Venerable Ānanda and exchanged greetings with him…”[…]
The Venerable Ānanda then said:
“In the presence of the Blessed One I have heard this, friend Channa, in his presence I have received the exhortation he spoke to the bhikkhu Kaccanagotta:
“This world, Kaccana, for the most part relies upon a duality … (the entire sutta 12:15 is cited here) … Such is the cessation of this whole mass of suffering.”
“So it is, friend Ānanda, for those venerable ones who have such compassionate and benevolent brothers in the holy life to admonish and instruct them. And now that I have heard this Dhamma teaching of the Venerable Ānanda, I have made the breakthrough to the Dhamma.”
The Commentary (note 181 bhikkhu bodhi connected discourses):
Atha ko carahi me attā. Spk:
It is said that this elder had started to practise insight meditation without having done discernment of conditions. His weak insight could not eliminate the grip of self (attagāha), and thus when formations appeared to him as empty, agitation arose in him along with the annihilationist view, “I will be annihilated, I will be destroyed.” He saw himself falling into an abyss. [Spkpṭ: Agitation through fear (bhayaparitassanā) and clinging to views (diṭṭh’ upādāna) arose in him over the thought, “If phenomena are nonself, then what self can deeds done by what is nonself affect?” (see 22: 82 (III 104,1) and n. 142)]
Bodhi (note 183 ) explains that "
Ānanda’s choice of the Kaccānagotta Sutta is especially apt, as this sutta teaches how dependent origination counters the two extreme views of eternalism and annihilationism and replaces the view of self with the realization that it is only dukkha that arises and ceases.”
Doubts and confusions are expected as only the sotapanna has eliminated doubt. The way to gradually decrease these is by study, questioning and discussion on these hard points - and by seeing how true it is in daily life.
What is more problematic than doubt is if one decides that there can’t not be a self, that somehow the teaching on anatta allows room to sneak it in somewhere. That is wrong view (miccha-ditthi) and because it always arises with lobha (attachment), if nurtured it can become very sticky indeed.