Parmenides, a presocratic philosopher, said:
The only roads of inquiry there are to think of: one, that it is and that it is not possible for it not to be, this is the path of persuasion (for truth is its companion); the other, that it is not and that it must not be — this I say to you is a path wholly unknowable.
In short, we should bar our thought from an inquiry of what is not. Of course, we can say that "the apple is not red" there is nothing wrong with that, but unless a thing called an apple exist we can't say that "a thing is not an apple".
In the same way, when we say " the aggregate is not self" unless there is a self our statement is a wrong inquiry because as Parmenides says "we can only speak about what is: what is not cannot be thought of, and what cannot be thought of cannot be."