Novels, Films, Plays, etc., all depend on creating an illusion that we must buy into if we wish to enjoy them. Even though we know it is an illusion, we have to lose awareness of reality while watching or reading in order to enjoy the story.
is totally convincing regarding self-view.
Even if I tell you that the squares A and B in the optical illusion below are an identical shade of gray, you may not believe me. After checking with a colour-picker, you will see that it is true, but the illusion remains.
The self-illusion is equally persistent. Even after practising insight meditation to a stage where the illusion is dispelled to some extent, the illusion (about pleasure) persists after stopping meditation. Only a Stream-winner can eradicate the self-illusion completely, but sill some illusion will remain in a Stream-winner.
Reading good books about Buddhism will convince us that the self is an illusion, like using a colour-picker, or one might just have faith in monks that they don't usually tell lies.
Still, that is only intellectual acceptance of the Dhamma. To go any deeper, we must practise insight meditation — there is no substitute for developing mindfulness of the mental and physical processes.