It is impossible for anyone to perceive, without perceiving what he perceives. When we see, hear, smell, taste, feel, meditate, or will anything, we know that we do so. It is always like that with our present sensations and perceptions. And it is through this that everyone is to himself that which he calls ‘self, not raising the question of whether the same self is continued in the same substance.
Consciousness always accompanies thinking, and makes everyone be what he calls ‘self’ and thereby distinguishes himself from all other thinking things; in this alone consists personal identity, i.e. the sameness of a rational being; and as far as this consciousness can be extended backward to any past action or thought, so far reaches the identity of that person; it is the same self now that it was then, and this present self that now reflects on it is the one by which that action was performed.
According to Locke, a ‘man’ is not a person; for it is a compound physical entity such as a tree, dog, or mountain. Its existence is defined by the fact that it lives, while a person’s existence is a particular type of consciousness that is manifested by awareness: awareness of the present mental state, that of being inside a physical body that is not important to the essence of [my] existence, and the awareness of having a past. Personal identity is unavoidably fixed by the awareness of the past, where forgetfulness plays an important role yet it does not change its linear nature.
The reason each of us feels like a continuous unified self is because we are. Underlying the ever-changing experiences of our lives there is an inner self who experiences all these different things. This Self may change gradually as life goes on, but it is essentially the same ‘me’. In other words, according to any kind of ego theory the self is a continuous entity that is the subject of a person’s experiences and the author of their actions and decisions.
This is the view we naturally and intuitively hold and describes the position of most of the world’s religions excluding Buddhism. Buddhism has a doctrine of anatta or no-self. This is the ego theory by Locke.
According to Bundle Theory, the feeling that each of us is a continuous, unified self is an illusion. There is no such self, but only a series of experiences linked loosely together in various ways. Bundle theory does not deny that each of us seems to be a unified conscious being. It denies that there is any separately existing entity that explains that appearance. There are experiences but there is no one who has them. Actions and decisions happen but not because there is someone who acts and decides.
The mind is a kind of theatre, where several perceptions successively make their appearance; pass, re-pass, glide away, and mingle in an infinite variety of postures and situations.
The comparison of the theatre must not mislead us. They are the successive perceptions only, that constitute the mind; nor have we the most distant notion of the place, where these scenes are represented, or of the materials, of which it is composed.

References:
https://www.ukessays.com/essays/philosophy/
https://medium.com/@AnjaBasha/
http://www.thatmarcusfamily.org/philosophy/Course_Websites/Modern_S11/Notes/22-Trang_Hume3.pdf