"Behold, O monks, this is my advice to you. All component things in the world are changeable. They are not lasting. Work hard to gain your own salvation."
He does not use the words, “Believe in me, believe in my doctrine, or believe in the No-self.” He says “work hard,” not “believe.” He does not support anyone believing in him. Instead he says,
“Be a light unto yourself; betake yourselves to no external refuge. Hold fast to the Truth. Look not for refuge to anyone besides yourselves.”
He is telling us: Work hard to gain your own salvation. Be a light unto yourself. If you believe in something, you are taking “external refuge.” You are directed to go within. Not to believe something that someone told you. Verify it for yourself by contemplating what is real and eternal and what is unreal and fleeting.
So, no, I do not “believe” in what the Buddha says about non-self. But I take it gratefully as a pointer. He is showing the way but I must do the internal work. Merely believing in something is taking the easy way out.