Whirpool analogy : You see, each one of us is like a whirlpool. The water changes but the shape remains.

Sense of Self as a "beacon signal" : In olden days, when the telephone conversation was recorded, it beeped at fixed intervals to remind both parties that this conversation is being recorded. Deep down in our subconscious we have the similar signal to indicate that all these experiences are happening to the same entity across space and time.