There are two chapters in Discourses which discuss this directly:
Things themselves are indifferent; but the use of them is not indifferent. How then shall a man preserve firmness and tranquillity, and at the same time be careful and neither rash nor negligent? If he imitates those who play at dice. The counters are indifferent; the dice are indifferent. How do I know what the cast will be? But to use carefully and dexterously the cast of the dice, this is my business. Thus in life also the chief business is this: distinguish and separate things, and say, "Externals are not in my power: will is in my power. Where shall I seek the good and the bad? Within, in the things which are my own." But in what does not belong to you call nothing either good or bad, or profit or damage or anything of the kind.
"What then? Should we use such things carelessly?" In no way: for this on the other hand is bad for the faculty of the will, and consequently against nature; but we should act carefully because the use is not indifferent and we should also act with firmness and freedom from perturbations because the material is indifferent. For where the material is not indifferent, there no man can hinder me nor compel me. Where I can be hindered and compelled the obtaining of those things is not in my power, nor is it good or bad; but the use is either bad or good, and the use is in my power. But it is difficult to mingle and to bring together these two things, the carefulness of him who is affected by the matter and the firmness of him who has no regard for it; but it is not impossible; and if it is, happiness is impossible.
https://www.constitution.org/rom/epicdisc2.htm#2:06
and
The hypothetical proposition is indifferent: the judgment about it is not indifferent, but it is either knowledge or opinion or error. Thus life is indifferent: the use is not indifferent. When any man then tells you that these things also are indifferent, do not become negligent; and when a man invites you to be careful, do not become abject and struck with admiration of material things.
https://www.constitution.org/rom/epicdisc2.htm#2:06
You'll get different opinions of this.
It seems clear to me that the self is only associated with that which is attributable to us, to what we 'control'. This is basically limited to our reason and our will.
My take is that our reason persuades us of things, and our will is the expression of our choices, our preferences. The part of you that is persuaded, the part of you that experiences a preference, is you. You are not your opinions or your preferences - they change. You are the part that makes them be.
I've found it interesting to search The Discourses (Long translation) for occurrences of the word 'soul'. You'll find passages like this:
Now the acts of the soul are movement toward an object or movement from it, desire, aversion, preparation, design, assent.
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The business of the wise and good man is to use appearances conformably to nature: and as it is the nature of every soul to assent to the truth, to dissent from the false, and to remain in suspense as to that which is uncertain; so it is its nature to be moved toward the desire of the good, and to aversion from the evil; and with respect to that which is neither good nor bad it feels indifferent.
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Every error comprehends contradiction: for since he who errs does not wish to err, but to be right, it is plain that he does not do what he wishes. For what does the thief wish to do? That which is for his own interest. If, then, the theft is not for his interest, he does not do that which he wishes. But every rational soul is by nature offended at contradiction, and so long as it does not understand this contradiction, it is not hindered from doing contradictory things: but when it does understand the contradiction, it must of necessity avoid the contradiction and avoid it as much as a man must dissent from the false when he sees that a thing is false; but so long as this falsehood does not appear to him, he assents to it as to truth.