user11541: Namo Buddhaya.
Sabbe Dhamma Anatta. Form is Anatta too. Meaning form is not worth identifying as myself, me or mine. 
Does that mean that I should identify myself as formless ? Am I in form or am I formless or I do not exist ?
Similarly for feelings and consciousness. Should I identify myself feelingless? Should I identify myself consciousless( i.e. I will become without consciousness) ? I am pretty confused.

user471: There's a nice explanation in the Khemaka Sutta below. It has the analogy of the scent of a flower, and its lack of direct relationship with the flower's constituent components. A similar analogy based on music and lute can be found in the Vina Sutta.

Ven. Khemaka: "I am not getting better, my friend. I am not
  comfortable. My extreme pains are increasing, not lessening. There are
  signs of their increasing, and not of their lessening." .....
As he was sitting there, the elder monks said to him, "Friend Khemaka,
  this 'I am' of which you speak: what do you say 'I am'? Do you say, 'I
  am form,' or do you say, 'I am something other than form'? Do you say,
  'I am feeling... perception... fabrications... consciousness,' or do
  you say, 'I am something other than consciousness''? This 'I am' of
  which you speak: what do you say 'I am'?"
"Friends, it's not that I say 'I am form,' nor do I say 'I am
  something other than form.' It's not that I say, 'I am feeling...
  perception... fabrications... consciousness,' nor do I say, 'I am
  something other than consciousness.' With regard to these five
  clinging-aggregates, 'I am' has not been overcome, although I don't
  assume that 'I am this.'
"It's just like the scent of a blue, red, or white lotus: If someone
  were to call it the scent of a petal or the scent of the color or the
  scent of a filament, would he be speaking correctly?"
"No, friend."
"Then how would he describe it if he were describing it correctly?"
"As the scent of the flower: That's how he would describe it if he
  were describing it correctly."
"In the same way, friends, it's not that I say 'I am form,' nor do I
  say 'I am other than form.' It's not that I say, 'I am feeling...
  perception... fabrications... consciousness,' nor do I say, 'I am
  something other than consciousness.' With regard to these five
  clinging-aggregates, 'I am' has not been overcome, although I don't
  assume that 'I am this.'
"Friends, even though a noble disciple has abandoned the five lower
  fetters, he still has with regard to the five clinging-aggregates a
  lingering residual 'I am' conceit, an 'I am' desire, an 'I am'
  obsession. But at a later time he keeps focusing on the phenomena of
  arising & passing away with regard to the five clinging-aggregates:
  'Such is form, such its origin, such its disappearance. Such is
  feeling... Such is perception... Such are fabrications... Such is
  consciousness, such its origin, such its disappearance.' As he keeps
  focusing on the arising & passing away of these five
  clinging-aggregates, the lingering residual 'I am' conceit, 'I am'
  desire, 'I am' obsession is fully obliterated.
"Just like a cloth, dirty & stained: Its owners give it over to a
  washerman, who scrubs it with salt earth or lye or cow-dung and then
  rinses it in clear water. Now even though the cloth is clean &
  spotless, it still has a lingering residual scent of salt earth or lye
  or cow-dung. The washerman gives it to the owners, the owners put it
  away in a scent-infused wicker hamper, and its lingering residual
  scent of salt earth, lye, or cow-dung is fully obliterated.

An explanation here from Walshe on the residual "I am" (for the case where Khemaka has no wrong views but he is still not yet an arahant):

Subcommentary says: "By way of clinging and conceit (ta.nha-maana),"
  that is, not by wrong views (di.t.thi). At this stage, wrong views
  would have been eliminated, but the other factors would still be
  residually present.

Note from ChrisW: There's a more detailed commentary by Piya Tan on the Khemaka Sutta here on Dharmafarer.
Also from SN 22.47, where the Buddha said:

“The five faculties remain right there, bhikkhus, but in regard to
  them the instructed noble disciple abandons ignorance and arouses true
  knowledge. With the fading away of ignorance and the arising of true
  knowledge, ‘I am’ does not occur to him; ‘I am this’ does not occur to
  him; ‘I will be’ and ‘I will not be,’ and ‘I will consist of form’ and
  ‘I will be formless,’ and ‘I will be percipient’ and ‘I will be
  nonpercipient’ and ‘I will be neither percipient nor
  nonpercipient’—these do not occur to him.”


user111: This question is as valid as asking "is Superman an American citizen?". Superman is a fictional character. So there's no validity(in reality) in questions asked based on the assumption that Superman exists.

user13335: I have two understandings that may help in this regard - the negation of existence/nonexistence and the affirmation of dependent arising. I will substitute "form" for "exist" just to make it simpler. Additionally, I am still learning so please feel free to object to any points. 
In terms of "exist", it is easy to see that nothing truly exists on its own. Everything is made up of parts which are, in turn, made of parts. A table, for example, never truly exists. There are trees, bits of metal perhaps rubber or plastic, and other materials that go into assembling what we call "table". We typically don't look at objects this way and it takes a little bit of concentration to do so. Those parts are also made of parts all the way down to subatomic particles. 
Beyond even that, things come to be only from causes. The parts cause the table, and other causes cause the parts themselves. There is no start to this cycle - everything that comes to be is dependent on its own causes. 
Thus, if everything comes from causes, then nothing exists inherently and is temporary. Thus, if something were to exist in a permanent, inherent way, then it would have to be uncaused. Additionally, it could not change as that would indicate cause and thus violate any sense of permanent inherent existence.
We don't see things this way typically. We think of "I" and "you" and "this" and "that" as if things are substantial in an inherent way. Even "I" am not the same physically or mentally. The atoms making up our body turn over constantly,  and our mind is simply a series of mental moments, one causing the next moment to moment. Thus, the "me" I know is not the "me" of ten years ago or even one week ago.
When it comes to "non-existence" in light of this, then it is easy to see that such a concept is nonsensical. You would have to presuppose the possibility of something existing (in an inherent, causeless way) in order for it not to exist. Since we have already seen that permanent, inherent existence is a conundrum, likewise any notion of non-existence is as well.
So we are left with the dilemma - nothing is in a state of existence or non-existence. How do we solve this? 
The answer is known as dependent arising. Things "exist" but not in a way that is permanent, eternal, or inherent. In other words, things only "exist" in a relative way. Everything is caused by the immediate moment before and, in turn, becomes the cause of the next moment. 
Thus, we experience reality as existing on a relative level. It is truly there as "something" that comes into awareness from the immediate moment before and passes away as a cause to the next moment. We never experience anything in a permanent, self-inherent way as that is nonsensical. At the heart of what we perceive as reality is therefore emptiness - that is, everything is lacking inherent existence. There is no such thing.
Thus, you are in form in a relative way as are your thoughts and feelings. They do "exist" in a relative way. But they are all dependent on causes and do not arrive into awareness out of nothing (i.e. self-created inherent causeless existence). 
Source: Nagarjuna's Mulamadhyamakakarika https://www.amazon.com/Nagarjunas-Middle-Way-Mulamadhyamakakarika-Classics/dp/1614290504
HTH! 

user254: I think the doctrine is saying that you shouldn't "identify yourself" at all. Quoting from this answer

"You may well accept, monks, the assumption of a self-theory[27] from the acceptance of which there would not arise sorrow and lamentation, pain, grief, and despair. (But) do you see, monks, any such assumption of a self-theory?" — "No, Lord." — "Well, monks, I, too, do not see any such assumption of a self-theory from the acceptance of which there would not arise sorrow and lamentation, pain, grief and despair."

I think that, "I am form", "I am formless", "I exist", "I don't exist", are all self-theories ... theories about self ... and from accepting or assuming any of these theories arises "sorrow and lamentation, pain, grief, and despair".
There is also (quoting from MN 2):

"As he attends inappropriately in this way, one of six kinds of view arises in him: The view I have a self arises in him as true & established, or the view I have no self... or the view It is precisely by means of self that I perceive self... or the view It is precisely by means of self that I perceive not-self... or the view It is precisely by means of not-self that I perceive self arises in him as true & established, or else he has a view like this: This very self of mine — the knower that is sensitive here & there to the ripening of good & bad actions — is the self of mine that is constant, everlasting, eternal, not subject to change, and will endure as long as eternity. This is called a thicket of views, a wilderness of views, a contortion of views, a writhing of views, a fetter of views. Bound by a fetter of views, the uninstructed run-of-the-mill person is not freed from birth, aging, & death, from sorrow, lamentation, pain, distress, & despair. He is not freed, I tell you, from suffering & stress.

... so if you say that, "I am pretty confused", I think that is what the dhamma was predicting as the result of attending to views of self (i.e. it predicted "a thicket of views", etc.). I remember "a thicket of views" as a warning, a sign, of attending inappropriately to some view[s]-of-self.
See also:

What are examples of identity-view?
How are 'conceit' and 'identity-view' not the same?


And yet I also like Why is the Buddha described as trackless? and The Trackless One?
Perhaps there's some ambiguity: between "not describing (not constraining, not leading) the Tathagata", compared to "describing the Tathagata as 'not' (or describing as 'formless')".
But that kind of consideration is, more or less, stuck right in the middle of "the thicket" again -- so, if the question is confused, I maybe shouldn't try to tie a (clear) answer to a (confused) question.
So instead of this answer, I hope you find its references helpful.

If it helps, I once saw a video (Dalai Lama's guide to happiness) where the Dalai Lama said,

... I always open.
  I never consider myself as a something special.
  If I consider myself something different from you, like, I am Buddhist, or, even more, I am His Holiness Dalai Lama, or even is I consider I am Nobel Laureate, then actually you create yourself as a prisoner.
  I forget these things, I simply consider I am one of the seven billion human beings.
  We are mentally, emotionally, intellectually, we are same. 


11541: <p>Namo Buddhaya.
Sabbe Dhamma Anatta. Form is Anatta too. Meaning form is not worth identifying as myself, me or mine. </p>

<p>Does that mean that I should identify myself as formless ? Am I in form or am I formless or I do not exist ?
Similarly for feelings and consciousness. Should I identify myself feelingless? Should I identify myself consciousless( i.e. I will become without consciousness) ? I am pretty confused.</p>
 471: <p>There's a nice explanation in the <a href="https://www.accesstoinsight.org/tipitaka/sn/sn22/sn22.089.than.html" rel="nofollow noreferrer">Khemaka Sutta</a> below. It has the analogy of the scent of a flower, and its lack of direct relationship with the flower's constituent components. A similar analogy based on music and lute can be found in the <a href="https://www.accesstoinsight.org/tipitaka/sn/sn35/sn35.205.than.html" rel="nofollow noreferrer">Vina Sutta</a>.</p>

<blockquote>
  <p>Ven. Khemaka: "I am not getting better, my friend. I am not
  comfortable. My extreme pains are increasing, not lessening. There are
  signs of their increasing, and not of their lessening." .....</p>
  
  <p>As he was sitting there, the elder monks said to him, "Friend Khemaka,
  this 'I am' of which you speak: what do you say 'I am'? Do you say, 'I
  am form,' or do you say, 'I am something other than form'? Do you say,
  'I am feeling... perception... fabrications... consciousness,' or do
  you say, 'I am something other than consciousness''? This 'I am' of
  which you speak: what do you say 'I am'?"</p>
  
  <p><strong>"Friends, it's not that I say 'I am form,' nor do I say 'I am
  something other than form.' It's not that I say, 'I am feeling...
  perception... fabrications... consciousness,' nor do I say, 'I am
  something other than consciousness.' With regard to these five
  clinging-aggregates, 'I am' has not been overcome, although I don't
  assume that 'I am this.'</strong></p>
  
  <p>"It's just like the scent of a blue, red, or white lotus: If someone
  were to call it the scent of a petal or the scent of the color or the
  scent of a filament, would he be speaking correctly?"</p>
  
  <p>"No, friend."</p>
  
  <p>"Then how would he describe it if he were describing it correctly?"</p>
  
  <p>"As the scent of the flower: That's how he would describe it if he
  were describing it correctly."</p>
  
  <p>"In the same way, friends, it's not that I say 'I am form,' nor do I
  say 'I am other than form.' It's not that I say, 'I am feeling...
  perception... fabrications... consciousness,' nor do I say, 'I am
  something other than consciousness.' With regard to these five
  clinging-aggregates, 'I am' has not been overcome, although I don't
  assume that 'I am this.'</p>
  
  <p>"Friends, even though a noble disciple has abandoned the five lower
  fetters, he still has with regard to the five clinging-aggregates a
  lingering residual 'I am' conceit, an 'I am' desire, an 'I am'
  obsession. But at a later time he keeps focusing on the phenomena of
  arising &amp; passing away with regard to the five clinging-aggregates:
  'Such is form, such its origin, such its disappearance. Such is
  feeling... Such is perception... Such are fabrications... Such is
  consciousness, such its origin, such its disappearance.' As he keeps
  focusing on the arising &amp; passing away of these five
  clinging-aggregates, the lingering residual 'I am' conceit, 'I am'
  desire, 'I am' obsession is fully obliterated.</p>
  
  <p>"Just like a cloth, dirty &amp; stained: Its owners give it over to a
  washerman, who scrubs it with salt earth or lye or cow-dung and then
  rinses it in clear water. Now even though the cloth is clean &amp;
  spotless, it still has a lingering residual scent of salt earth or lye
  or cow-dung. The washerman gives it to the owners, the owners put it
  away in a scent-infused wicker hamper, and its lingering residual
  scent of salt earth, lye, or cow-dung is fully obliterated.</p>
</blockquote>

<p>An explanation <a href="https://www.accesstoinsight.org/tipitaka/sn/sn22/sn22.089x.wlsh.html#fn-2" rel="nofollow noreferrer">here</a> from Walshe on the residual "I am" (for the case where Khemaka has no wrong views but he is still not yet an arahant):</p>

<blockquote>
  <p>Subcommentary says: "By way of clinging and conceit (<em>ta.nha-maana</em>),"
  that is, not by wrong views (<em>di.t.thi</em>). At this stage, wrong views
  would have been eliminated, but the other factors would still be
  residually present.</p>
</blockquote>

<p>Note from ChrisW: There's a more detailed commentary by Piya Tan on the Khemaka Sutta <a href="http://www.themindingcentre.org/dharmafarer/wp-content/uploads/2009/12/14.13-Khemaka-S-s22.89-piya.pdf" rel="nofollow noreferrer">here on Dharmafarer</a>.</p>

<p>Also from <a href="https://suttacentral.net/sn22.47/en/bodhi" rel="nofollow noreferrer">SN 22.47</a>, where the Buddha said:</p>

<blockquote>
  <p>“The five faculties remain right there, bhikkhus, but in regard to
  them the instructed noble disciple abandons ignorance and arouses true
  knowledge. With the fading away of ignorance and the arising of true
  knowledge, ‘I am’ does not occur to him; ‘I am this’ does not occur to
  him; ‘I will be’ and ‘I will not be,’ and ‘I will consist of form’ and
  ‘I will be formless,’ and ‘I will be percipient’ and ‘I will be
  nonpercipient’ and ‘I will be neither percipient nor
  nonpercipient’—these do not occur to him.”</p>
</blockquote>
 111: <p>This question is as valid as asking "is Superman an American citizen?". Superman is a fictional character. So there's no validity(in reality) in questions asked based on the assumption that Superman exists.</p>
 13335: <p>I have two understandings that may help in this regard - the negation of existence/nonexistence and the affirmation of dependent arising. I will substitute "form" for "exist" just to make it simpler. Additionally, I am still learning so please feel free to object to any points. </p>

<p>In terms of "exist", it is easy to see that nothing truly exists on its own. Everything is made up of parts which are, in turn, made of parts. A table, for example, never truly exists. There are trees, bits of metal perhaps rubber or plastic, and other materials that go into assembling what we call "table". We typically don't look at objects this way and it takes a little bit of concentration to do so. Those parts are also made of parts all the way down to subatomic particles. </p>

<p>Beyond even that, things come to be only from causes. The parts cause the table, and other causes cause the parts themselves. There is no start to this cycle - everything that comes to be is dependent on its own causes. </p>

<p>Thus, if everything comes from causes, then nothing exists inherently and is temporary. Thus, if something were to exist in a permanent, inherent way, then it would have to be uncaused. Additionally, it could not change as that would indicate cause and thus violate any sense of permanent inherent existence.</p>

<p>We don't see things this way typically. We think of "I" and "you" and "this" and "that" as if things are substantial in an inherent way. Even "I" am not the same physically or mentally. The atoms making up our body turn over constantly,  and our mind is simply a series of mental moments, one causing the next moment to moment. Thus, the "me" I know is not the "me" of ten years ago or even one week ago.</p>

<p>When it comes to "non-existence" in light of this, then it is easy to see that such a concept is nonsensical. You would have to presuppose the possibility of something existing (in an inherent, causeless way) in order for it not to exist. Since we have already seen that permanent, inherent existence is a conundrum, likewise any notion of non-existence is as well.</p>

<p>So we are left with the dilemma - nothing is in a state of existence or non-existence. How do we solve this? </p>

<p>The answer is known as dependent arising. Things "exist" but not in a way that is permanent, eternal, or inherent. In other words, things only "exist" in a relative way. Everything is caused by the immediate moment before and, in turn, becomes the cause of the next moment. </p>

<p>Thus, we experience reality as existing on a relative level. It is truly there as "something" that comes into awareness from the immediate moment before and passes away as a cause to the next moment. We never experience anything in a permanent, self-inherent way as that is nonsensical. At the heart of what we perceive as reality is therefore emptiness - that is, everything is lacking inherent existence. There is no such thing.</p>

<p>Thus, you are in form in a relative way as are your thoughts and feelings. They do "exist" in a relative way. But they are all dependent on causes and do not arrive into awareness out of nothing (i.e. self-created inherent causeless existence). </p>

<p>Source: Nagarjuna's Mulamadhyamakakarika <a href="https://rads.stackoverflow.com/amzn/click/1614290504" rel="nofollow noreferrer">https://www.amazon.com/Nagarjunas-Middle-Way-Mulamadhyamakakarika-Classics/dp/1614290504</a></p>

<p>HTH! </p>
 254: <p>I think the doctrine is saying that you shouldn't "identify yourself" at all. Quoting from <a href="https://buddhism.stackexchange.com/a/15904/254">this answer</a></p>

<blockquote>
  <p>"You may well accept, monks, the assumption of a self-theory[27] from the acceptance of which there would not arise sorrow and lamentation, pain, grief, and despair. (But) do you see, monks, any such assumption of a self-theory?" — "No, Lord." — "Well, monks, I, too, do not see any such assumption of a self-theory from the acceptance of which there would not arise sorrow and lamentation, pain, grief and despair."</p>
</blockquote>

<p>I think that, "I am form", "I am formless", "I exist", "I don't exist", are all self-theories ... theories about self ... and from accepting or assuming any of these theories arises "sorrow and lamentation, pain, grief, and despair".</p>

<p>There is also (<a href="https://www.accesstoinsight.org/ptf/dhamma/sacca/sacca4/samma-ditthi/index.html" rel="noreferrer">quoting from MN 2</a>):</p>

<blockquote>
  <p>"As he attends inappropriately in this way, one of six kinds of view arises in him: The view I have a self arises in him as true &amp; established, or the view I have no self... or the view It is precisely by means of self that I perceive self... or the view It is precisely by means of self that I perceive not-self... or the view It is precisely by means of not-self that I perceive self arises in him as true &amp; established, or else he has a view like this: This very self of mine — the knower that is sensitive here &amp; there to the ripening of good &amp; bad actions — is the self of mine that is constant, everlasting, eternal, not subject to change, and will endure as long as eternity. This is called a thicket of views, a wilderness of views, a contortion of views, a writhing of views, a fetter of views. Bound by a fetter of views, the uninstructed run-of-the-mill person is not freed from birth, aging, &amp; death, from sorrow, lamentation, pain, distress, &amp; despair. He is not freed, I tell you, from suffering &amp; stress.</p>
</blockquote>

<p>... so if you say that, "I am pretty confused", I think that is what the dhamma was predicting as the result of attending to views of self (i.e. it predicted "a thicket of views", etc.). I remember "a thicket of views" as a warning, a sign, of attending inappropriately to some view[s]-of-self.</p>

<p>See also:</p>

<ul>
<li><a href="https://buddhism.stackexchange.com/q/5862/254">What are examples of identity-view?</a></li>
<li><a href="https://buddhism.stackexchange.com/q/9415/254">How are &#39;conceit&#39; and &#39;identity-view&#39; not the same?</a></li>
</ul>

<hr>

<p>And yet I also like <a href="https://buddhism.stackexchange.com/q/1992/254">Why is the Buddha described as trackless?</a> and <a href="http://jayarava.blogspot.fr/2015/09/the-trackless-one.html" rel="noreferrer">The Trackless One?</a></p>

<p>Perhaps there's some ambiguity: between "<em>not describing (not constraining, not leading) the Tathagata</em>", compared to "<em>describing the Tathagata as 'not' (or describing as 'formless')</em>".</p>

<p>But that kind of consideration is, more or less, stuck right in the middle of "the thicket" again -- so, if the question is confused, I maybe shouldn't try to tie a (clear) answer to a (confused) question.</p>

<p>So instead of this answer, I hope you find its references helpful.</p>

<hr>

<p>If it helps, I once saw a video (<a href="https://www.youtube.com/watch?v=IUEkDc_LfKQ" rel="noreferrer">Dalai Lama's guide to happiness</a>) where the Dalai Lama said,</p>

<blockquote>
  <p>... I always open.
  I never consider myself as a something special.
  If I consider myself something different from you, like, I am Buddhist, or, even more, I am His Holiness Dalai Lama, or even is I consider I am Nobel Laureate, then actually you create yourself as a prisoner.
  I forget these things, I simply consider I am one of the seven billion human beings.
  We are mentally, emotionally, intellectually, we are same. </p>
</blockquote>
