I have now spent quite sometime understanding what Lord Buddha said. Some of the fundamental things are still not clear to me.
For example Sabbe Dhamma Anatta. Meaning all Dhammas are not me , mine or myself. But why all Dhammas are not me , mine or myself?Because all Dhammas are impermanent , changeable and cause of suffering. Therefore can I conclude that all Dhammas are ultimately cause of suffering?
If that is true then why should I adopt the three jewels : Buddha , Dhamma and Sangha?
Is every Dhamma cause of suffering?
No: as mentioned in this answer, nibanna is classified as a dhamma (and as anatta) but not a cause of suffering.
The same source says,
sabbe saṅkhārā dukkhā — "all saṅkhāras are unsatisfactory"
It's sankharas that are classified as unsatisfactory (and impermanent).
But the term dhamma is broad and can be used (in different contexts) to mean a lot of different things -- for example, Jayarava's essay on The Simile of the Raft identifies some of the different possible meanings of dhamma.
"But why all Dhammas are not me , mine or myself?Because all Dhammas are impermanent , changeable and cause of suffering."
Perhaps it's clearer if, instead of understanding "all dhammas are cause of suffering", to understand that the craving for "all dhammas" is the cause of suffering. It's taṇhā, it's the thirst that keeps us perpetually dissatisfied with the dhammas experienced.
One could say that the meaning of the word Dhamma is related to the word Concept. The concept of "Nibbana" would therefore exist until all temporary realities cease, then what was conceptualized will be known as it is and known to not have the characteristics suffering, being discerned as ultimate peace and happiness. The thinking about it and the Idea has characteristic of suffering because it only temporarily gains footing in the system in which all is happening. The concept is not the real thing if u know what i mean. So nibbana as a concept is in that sense a formed idea therefore will change, gaining temporary existence in a system. Nibbana as a reality is a possible state of the system, a state in which existence and matter gain no footing, this is brought about by tweaking the states of energy and information existing within the system.
