When psychologists speak of a sense of “self” they are referring to the feeling that oneself is an efficacious person, someone who is self-confident and can act in the world. Buddhists agree that such a sense of self is both realistic and necessary. However, the sense of self that Buddhism says is unrealistic is that of a very solid, unchanging, independent “I.” Such a self never has and never will exist. To understand this is to realize emptiness.
Strange though it may sound, someone may have a psychologically weak sense of self that in Buddhist parlance would be considered strong self-grasping. For example, a person with poor self-esteem may focus a lot on himself and have a strong feeling of the existence of an independent self that is inferior, unlovable, and a failure. From a Buddhist viewpoint, such an independent self does not exist, although a conventional self does.
From Buddhism for Beginners by Thubten Chodron, page 48