It is by clinging to the five khandhas that the presumption “I am” arises (upādāya asmi'ti hoti) (S.3.105). When one perceives not-Self one removes the presumption of a ‘me’. This is Nibbana here and now (anattasaññi asmimānasamugghātaṃ pāpuṇāti diṭṭheva dhamme nibbānaṃ’ti) (Ud.37). So, for instance, when Venerable Sariputta entered first jhana he did not think “I attained first jhana” (ahaṃ paṭhamaṃ jhānaṃ samāpannoti) or “I emerged from first jhana” (ahaṃ paṭhamā jhānā vuṭṭhitoti) (S.3.235).
Nonetheless, an arahant might say “I speak” (ahaṃ vadāmī’ti) or “They speak to me” (mamaṃ vadantī’ti). Skilful, knowing the world’s expressions, he expresses himself using everyday language (vohāramattena so vohareyyāti) (S.1.14). Therefore, the Buddha would ask “What does the Sangha expect of me?” (kimpanānanda bhikkhusaṅgho mayi paccāsiṃsati) (D.2.100); or he would exclaim “Ananda, I am now old, worn out, venerable, one who has travelled life’s path, I have reached the term of life, which is eighty” (ahaṃ kho panānanda etarahi jiṇṇo vuddho mahallako addhagato vayo anuppatto; āsītiko me vayo vattati) (D.2.100). Once he even said “All-conquering, I: all things do I know, and by all things am I undefiled. By destruction of craving, I’m utterly free; by renouncing, I’ve left all behind. Having thus comprehended all things by myself, then who could I say was my guide? (sabbābhibhu sabbavidu'hamasmi sabbesu dhammesu anūpalitto sabbañjaho taṇhakkhaye vimutto sayaṃ abhiññāya kamuddiseyyaṃ) (Dhp.353). And he claimed “I am perfected in the world; I am the supreme teacher; I alone am completely awakened; I am become cool, and attained Nibbana” (ahaṃ hi arahā loke ahaṃ satthā anuttaro, eko'mhi sammāsambuddho sītibhutosmi nibbuto) (Vin.1.8). But this is how one expresses oneself in everyday language; it is not the expression of conceit.