How does an eye see? Light has no intrinsic value in itself, and it is the vibration and motion of the photons that excites the photoreceptor cells in your eyes. With this excitation, or contrast, comes a form of duality that can be interpreted by the nerves as an electrical signal. In such a small way, you can see that the five senses are rooted in a limited form of duality-sensation. When one is rooted in duality, duality is exactly what allows perception to happen. Having duality, there is you and me, there is life and death, there is your karma and my karma.

To be more accurate, the Buddha meant it more of taking the five aggregates as non-self, not that you have to dwell that you are not a self. Therefore, the physical body or form, sensations, perceptions, mental formations and cognition are not the self. The important thing to note here is that you should not form a concept of having a self, but approach this "self" not by thought, but by negation of the five skandhas.