Siddhartha acknowledged the usefulness of the concept of self in normal life while rejecting its actual real existence. His meaning appears to be that there are no truly independent actors in samsara. In samsara a seed of karma is called samskara and the thing it acts upon is called samskrta. Real belief in self leads to thirsts for a sense of control and security that cannot be satisfied and are not real. Thus dukkha happens. One needs to “let go” of "one’s" attachment to one’s “personhood” in order to be relieved of this dukkha of “personal” desire and aversion.
Meditation on the truth that can be found within the nature of the mind rather than speculation about what may never be possible to know of the cosmos was Siddhartha’s modus operandi. Wisdom was thus much more about recognising independencies locally and the possibilities for human change than about cosmos rhythms and changes. The Sramanic purpose after all was to free humans from E=mc2 not for them to be able to understand that E=mc2 cosmically. Cosmic understanding might however ultimately be derived, too, from such deep thought, and speculation continued to occur, as I’ve mentioned. Not only did Siddhartha deliberately refrain from explaining whether the universe had always and would always be, however, he also refrained from explaining whether the state of nirvana would always be (once attained). One can only speculate on his reasons but we know he sought to give humans moral answers but also to transform them so that they could fully understand why the moral answers were correct answers. So he was both a legalist moralist and a liberal “Gnostic” soteriologist.
I mentioned earlier that Siddhartha approved a false truth for the purposes of living a conventional life. Buddhism calls it conventional truth or relative truth (samrti satya). The ultimate truth is dvaya satya. Conventional truth is about the conventions of language labelling “things” according to their function and recognition that this serves a practical purpose in everyday transactions (Vyavahara) but with the potential, of course, to be a trap. Correct practice of Buddhism is designed to make this clear. We must know that a rope is a rope (the person) even if, in the dark, it appears to be a snake, so we need not fear it (but we equally can not claim its ropeness ("personness" is a composite of 5 interdependent skandas)).
Two key illusions are that of possession and that of permanent attachment as there is no possessor and nothing to which we might be attached is permanent. Letting go of attachment means letting go of “good” and “bad” and focusing more on “is”. Why then do “good works” if our selves (such as they are) dissolve upon death (and even every instant)? Who gets to benefit from our good karma if not us? The idea is that Buddhism requires us to behave with the purest altruism in the expectation of receiving it in return not from people (except via cosmic forces). Apparently according to Theravada traditions, karma gets transferred to someone else (whoever that might be) virtually in the instant or our deaths. In at least one other tradition that process may take more like a month.
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