It is ironic, though par for the course, that some in the responses say, “yes, Buddhism says that thoughts are illusions,” and take me to task for disagreeing with it, while you say, “no they don’t say that.” That’s because, as I pointed out, “Buddhism is not a discrete entity but has many forms.” The ideas you express are from forms of Western Buddhism with which some Buddhists will disagree, and some even say that what you express is more a reflection of Western psychology than actual Buddhism. But then, that too is par for the course. I steer clear of such debates over authenticity in regards to any system of ideas.
The point remains though, that “all of my thoughts are illusions”is inherently self-contradictory. The idea that “I do not have a self” is not far behind.
Too often, Western people conflate ego and self. We can attach ourselves to a particular thought of who we are. That is what I call ego, and ego is not self. When we cling to a particular definition of who we are, we concretize an artificial version of self when we should recognize that we are constantly flowing and changing. Our self, our beingness, is beneath all of the labels and attachments we find arise in daily life. Some forms of Buddhism — and Western thought — get that correct, some don’t.