I think the better question is: Can you think of a way in which there can be no I that still explains the subjective experiences "supposed individuals" have? I spent several months in philosophy class in college while studying Descartes wondering the same thing: "Perhaps it is only our preconceived notion that there is an I which leads us to conclude this. Just because we don't know how there could be no "I" doesn't mean that there is an I." But in the end I had to give up on this line of thinking simply because it lead no where.
Even when I supposed that we all did not in fact exist, but rather were emblematic extensions of some super cosmic consciousness, it did not negate the existence of an I because even if we weren't technically an individual it did not undermine the mere fact that we have subjective experience and in order to experience anything something must be doing the "experiencing."
MTF
But what is subjective experience, and how might it prove the existence of an essential self? Even those those who want argue for such a thing have to admit that we can each have another's experience. Hume's Bundle Theory suggests experience is simply just a bundle of ideas; no evidence for an essential Self and therefore no implied ownership.
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