user157: Considering the five aggregates and the sense in which they are all not-self. Thoughts (samskāra) are one of the five aggregates so they too are 'not me' or 'not mine'. In one sense this is a statement which accords with my own experience while on and off the meditation cushion. They display an impermanence and often they arising unbidden (or as part of a web of causal relationships that I don't control). In another sense however this doesn't accord with my experience. My thoughts don't happen to anyone else. They are thoughts in my head happening to me. 
I know (well I think I know) the second statement is a wrong view. So why are thoughts not mine if they never happen to other people.

user151: "Thought" indeed arises and falls but where does "your" arise? "Your"  only arises in conceptual reality. Your thoughts are not other people's and they aren't yours ultimately. Nothing is the possession of all beings and if we could all see that, we would all have everything. METTA

user-1: I'm not sure if this will help, but here goes. The reason the thought or anything isn't yours or mine, is because you can't control it, you can't keep hold of it. Trying to hold on to anything is like trying to grasp smoke in your hands, but, you can see the smoke- recognise the thought- but you can't hold or control it, so... can it or anything really be yours? Everything is just a sensation that will arise and cease out of your control.
Metta.

user5257: They are the thoughts that happen to you in particular, so indeed you have "your thoughts", but they are not "yours" in that you have no real ownership of them nor do they reflect your true self. 

user254: Wikipedia says (although these statements are unreferenced),

There are three ways in which self views could be conceived and all three are said to be wrong views.
All these views types of identity view fetter one to samsāra, and it is for this reason that they are wrong views.

No-self or Not-self?
by
Thanissaro Bhikkhu ends with,

In this sense, the anatta teaching is not a doctrine of no-self, but a not-self strategy for shedding suffering by letting go of its cause, leading to the highest, undying happiness. At that point, questions of self, no-self, and not-self fall aside. Once there's the experience of such total freedom, where would there be any concern about what's experiencing it, or whether or not it's a self?

Similarly this Ananda Sutta says,

"'What do you think, friend Ananda — Is consciousness constant or
inconstant?'
"'Inconstant, friend.'
"'And is that which is inconstant easeful or stressful?'
"'Stressful, friend.'
"'And is it fitting to regard what is inconstant, stressful, subject
to change as: "This is mine. This is my self. This is what I am"?'
"'No, friend.'
"'Thus, friend Ananda, any form whatsoever that is past, future, or
present; internal or external; blatant or subtle; common or sublime;
far or near: every form is to be seen as it actually is with right
discernment as: "This is not mine. This is not my self. This is not
what I am."
"'Any feeling whatsoever...
"'Any perception whatsoever...
"'Any fabrications whatsoever...
"'Any consciousness whatsoever that is past, future, or present;
internal or external; blatant or subtle; common or sublime; far or
near: every consciousness is to be seen as it actually is with right
discernment as: "This is not mine. This is not my self. This is not
what I am."
"'Seeing thus, the instructed disciple of the noble ones grows
disenchanted with form, disenchanted with feeling, disenchanted with
perception, disenchanted with fabrications, disenchanted with
consciousness. Through disenchantment, he becomes dispassionate.
Through dispassion, he is fully released. With full release, there is
the knowledge, "Fully released." He discerns that "Birth is ended, the
holy life fulfilled, the task done. There is nothing further for this
world."'

In summary perhaps they're 'not mine' because (or if) you choose to disown or not identify with them.
Also, perhaps such thoughts do happen to other people? The Dalai Lama for example says that he likes to see himself as being the same (composed of 5 aggregates) as every one else.

user-1: When speaking in conventional terms, i.e. "my, mine, they, others, people etc." we are dealing with conventional reality. Here concepts such as "a man, woman, an animal, a Self" etc. exist.
When instead we turn to ultimate reality we realize that there is no such thing as concepts. They are not findable in ultimate reality. They have no real point of reference. We realize that the question arose out of having wrong view, as you also mention.
The reason why "your" thoughts do not happen to "other people" is because they are concepts. 
If we instead construct the sentence in another way it might make more sense. The new sentence could be: 
Thoughts arise and cease. Mental formations arise and cease. They do not belong to anyone or anything. That is a mental formation itself and it itself is impermanent, unsatisfactory and not-self. There is no thinker behind the thought. There is no "owner" of phenomena. There is no experiencing entity. There are just physical and mental phenomena arising and ceasing.
I hope this shed some light onto it. If i may give an advice from personal practice, then do not think too much about these things. Instead keep doing insight meditation as you also mention you do. The experiental knowledge you gain will cast away all illusions and concepts and lay bare the true nature of reality. 
Lastly, i would like to point you to this dhamma talk by Ajahn Punnadhammo. Its called "Anatta". Very good talk. 
I have attached a picture to illustrate what happens when we are "trapped" in conventional reality. The bottom of the picture is when one is without insight knowledge into the 3 signs of existence and thereby thinking one has a Self. When one begins practicing the path and gains insights then the breaking away of illusions and concepts happen like in the top of the picture. We become free from wrong view and gain right view. 


157: <p>Considering the five aggregates and the sense in which they are all not-self. Thoughts (samskāra) are one of the five aggregates so they too are 'not me' or 'not mine'. In one sense this is a statement which accords with my own experience while on and off the meditation cushion. They display an impermanence and often they arising unbidden (or as part of a web of causal relationships that I don't control). In another sense however this doesn't accord with my experience. My thoughts don't happen to anyone else. They are thoughts in my head happening to me. </p>

<p>I know (well I think I know) the second statement is a wrong view. So why are thoughts not mine if they never happen to other people.</p>
 151: <p>"Thought" indeed arises and falls but where does "your" arise? "Your"  only arises in conceptual reality. Your thoughts are not other people's and they aren't yours ultimately. Nothing is the possession of all beings and if we could all see that, we would all have everything. METTA</p>
 -1: <p>I'm not sure if this will help, but here goes. The reason the thought or anything isn't yours or mine, is because you can't control it, you can't keep hold of it. Trying to hold on to anything is like trying to grasp smoke in your hands, but, you can see the smoke- recognise the thought- but you can't hold or control it, so... can it or anything really be yours? Everything is just a sensation that will arise and cease out of your control.</p>

<p>Metta.</p>
 5257: <p>They are the thoughts that happen to you in particular, so indeed you have "your thoughts", but they are not "yours" in that you have no real ownership of them nor do they reflect your true self. </p>
 254: <p><a href="http://en.wikipedia.org/wiki/Anatta#Wrong_self-views" rel="nofollow noreferrer">Wikipedia</a> says (although these statements are unreferenced),</p>
<blockquote>
<p>There are three ways in which self views could be conceived and all three are said to be wrong views.</p>
<p>All these views types of identity view fetter one to samsāra, and it is for this reason that they are wrong views.</p>
</blockquote>
<p><a href="http://www.accesstoinsight.org/lib/authors/thanissaro/notself2.html" rel="nofollow noreferrer">No-self or Not-self?</a>
by
Thanissaro Bhikkhu ends with,</p>
<blockquote>
<p>In this sense, the anatta teaching is not a doctrine of no-self, but <strong>a not-self strategy for shedding suffering by letting go of its cause</strong>, leading to the highest, undying happiness. At that point, questions of self, no-self, and not-self fall aside. Once there's the experience of such total freedom, where would there be any concern about what's experiencing it, or whether or not it's a self?</p>
</blockquote>
<p>Similarly this <a href="http://www.accesstoinsight.org/tipitaka/sn/sn22/sn22.083.than.html" rel="nofollow noreferrer">Ananda Sutta</a> says,</p>
<blockquote>
<p>&quot;'What do you think, friend Ananda — Is consciousness constant or
inconstant?'</p>
<p>&quot;'Inconstant, friend.'</p>
<p>&quot;'And is that which is inconstant easeful or stressful?'</p>
<p>&quot;'Stressful, friend.'</p>
<p>&quot;'And is it fitting to regard what is inconstant, stressful, subject
to change as: &quot;This is mine. This is my self. This is what I am&quot;?'</p>
<p>&quot;'No, friend.'</p>
<p>&quot;'Thus, friend Ananda, any form whatsoever that is past, future, or
present; internal or external; blatant or subtle; common or sublime;
far or near: every form is to be seen as it actually is with right
discernment as: &quot;This is not mine. This is not my self. This is not
what I am.&quot;</p>
<p>&quot;'Any feeling whatsoever...</p>
<p>&quot;'Any perception whatsoever...</p>
<p>&quot;'Any fabrications whatsoever...</p>
<p>&quot;'Any consciousness whatsoever that is past, future, or present;
internal or external; blatant or subtle; common or sublime; far or
near: every consciousness is to be seen as it actually is with right
discernment as: &quot;This is not mine. This is not my self. This is not
what I am.&quot;</p>
<p>&quot;'Seeing thus, the instructed disciple of the noble ones grows
disenchanted with form, disenchanted with feeling, disenchanted with
perception, disenchanted with fabrications, disenchanted with
consciousness. Through disenchantment, he becomes dispassionate.
Through dispassion, he is fully released. With full release, there is
the knowledge, &quot;Fully released.&quot; He discerns that &quot;Birth is ended, the
holy life fulfilled, the task done. There is nothing further for this
world.&quot;'</p>
</blockquote>
<p>In summary perhaps they're 'not mine' because (or if) you choose to disown or not identify with them.</p>
<p>Also, perhaps such thoughts do happen to other people? The Dalai Lama for example says that he likes to see himself as being the same (composed of 5 aggregates) as every one else.</p>
 -1: <p>When speaking in conventional terms, i.e. <em>"my, mine, they, others, people etc."</em> we are dealing with conventional reality. Here concepts such as <em>"a man, woman, an animal, a Self"</em> etc. exist.</p>

<p>When instead we turn to ultimate reality we realize that there is no such thing as concepts. They are not findable in ultimate reality. They have no real point of reference. We realize that the question arose out of having <em>wrong view</em>, as you also mention.</p>

<p>The reason why <em>"your"</em> thoughts do not happen to <em>"other people"</em> is because they are concepts. </p>

<p>If we instead construct the sentence in another way it might make more sense. The new sentence could be: </p>

<p><em>Thoughts arise and cease. Mental formations arise and cease. They do not belong to anyone or anything. That is a mental formation itself and it itself is impermanent, unsatisfactory and not-self. There is no thinker behind the thought. There is no "owner" of phenomena. There is no experiencing entity. There are just physical and mental phenomena arising and ceasing.</em></p>

<p>I hope this shed some light onto it. If i may give an advice from personal practice, then do not think too much about these things. Instead keep doing insight meditation as you also mention you do. The experiental knowledge you gain will cast away all illusions and concepts and lay bare the true nature of reality. </p>

<p><a href="http://www.dharmaseed.org/teacher/8/talk/19282/" rel="nofollow noreferrer">Lastly, i would like to point you to this dhamma talk by Ajahn Punnadhammo. Its called <em>"Anatta"</em>. Very good talk. </a></p>

<p>I have attached a picture to illustrate what happens when we are "trapped" in conventional reality. The bottom of the picture is when one is without insight knowledge into the 3 signs of existence and thereby thinking one has a Self. When one begins practicing the path and gains insights then the breaking away of illusions and concepts happen like in the top of the picture. We become free from wrong view and gain right view. </p>

<p><img src="https://i.stack.imgur.com/BAtGt.jpg" alt="enter image description here"></p>
