I think the use is described in Alagaddupama Sutta,
Abandoning Possessions & Views
"Monks, you would do well to possess that possession, the possession
of which would be constant, permanent, eternal, not subject to change,
that would stay just like that for an eternity. But do you see that
possession, the possession of which would be constant, permanent,
eternal, not subject to change, that would stay just like that for an
eternity?"
"No, lord."
"Very good, monks. I, too, do not envision a possession, the
possession of which would be constant, permanent, eternal, not subject
to change, that would stay just like that for an eternity.
"Monks, you would do well to cling to that clinging to a doctrine of
self, clinging to which there would not arise sorrow, lamentation,
pain, grief, & despair. But do you see a clinging to a doctrine of
self, clinging to which there would not arise sorrow, lamentation,
pain, grief, & despair?"
"No, lord."
"Very good, monks. I, too, do not envision a clinging to a doctrine of
self, clinging to which there would not arise sorrow, lamentation,
pain, grief, & despair.
The problem is that clinging to any doctrine of self would cause sorrow and so on to arise. So it's better to have no doctrine of, to not have a doctrine of, self.
I read this essay No-self or Not-self? as saying that the question of self ("Self or no self?") could lead to a doctrine of self if it were answered, and shouldn't be answered and/or an answer shouldn't be inferred (because doctrines of self lead to suffering).
The Anatta-lakkhana Sutta says that what's impermanent is unsatisfactory and that it isn't proper to regard that as self,
Now, what is impermanent, is that unsatisfactory or satisfactory?"
"Unsatisfactory, O Lord."
"Now, what is impermanent, unsatisfactory, subject to change, is it
proper to regard it as: 'This is mine, this I am, this is my self'?"
"Indeed, not that, O Lord."
"Therefore, surely, O monks, whatever form, past, future or present,
internal or external, coarse or fine, low or lofty, far or near, all
that form must be regarded with proper wisdom, according to reality,
thus: 'This is not mine, this I am not, this is not my self.'
In a sutta like Aggi-Vacchagotta Sutta he holds neither that body and soul are same, nor that body and soul are different; partly because,
the position ... is a thicket of views, a wilderness of views, a contortion of views, a writhing of views, a fetter of views. It is accompanied by suffering, distress, despair, & fever, and it does not lead to disenchantment, dispassion, cessation; to calm, direct knowledge, full Awakening, Unbinding
The Simsapa Sutta suggests that what's being taught is suffering and the cessation of suffering.
IMO the Anatta doctrine should be understood as being in contrast to the Ātman (Hinduism) doctrine.
I think that at least two of the fetters are associated with a sense of self: "identity view" and "conceit" (see e.g. these answers about identity view and these answers about conceit for further details).
Another famous, relevent summary is at the end of the The Anatta-lakkhana Sutta:
Therefore, surely, O monks, whatever [of the five khandhas], past, future or present, internal or external, coarse or fine, low or lofty, far or near, all that form must be regarded with proper wisdom, according to reality, thus: 'This is not mine, this I am not, this is not my self.'
That "This is not mine" could be viewed as an antidote to greed (thirst or attachment which, according to the second noble truth, causes suffering): either an antidote like a medicine taken to cure a disease, or perhaps a description of the healthy state when the disease doesn't exist.
Similarly the view that "I am not this" might be an antidote to pride.
Finally, "this is not my self" (or "not my soul") might be the logical consequence of the previous two, i.e. perhaps it's what you'd believe (i.e. what your view would be) if you had no craving (desire for "mine"), and also no conceit or pride.
Moving on (from the Pali suttas to Mahayana-influenced doctrine), the Dalai Lama said that he views himself as "not special" and "just like other people": that otherwise (e.g. if he thought of himself as "the Dalai Lama" or as "the Nobel Peace Prize Winner") he would feel imprisoned.