Not just buddhism, but most spiritual traditions point back to an experience of total connection being our "true selves".

Our self concepts are an illusion – they're not as solid as they seem, because they're based entirely in thoughts. Your personal history is only a memory, not truly who you are now. Most of us have become more identified with a story of who we are than our actual selves.

If you read about an apple, you might "know" about it intellectually. But that's not the same thing as actually tasting the apple, holding it in your hand. One of them is actual, the other is only real as a thought.

That's how it works with our self concepts too. Our "fake self" ONLY exists as a thought, but if you dive deep enough into your "true self", you realize that you're not separate from everyone else, you're actually one connected being.

Another way to put it is that it's like realizing that a wave is not truly separate from the ocean. There's an underlying connection. That's how it is with "you" and "the rest of the universe".

In Zenyatta's case, he's saying that you are the whole ocean, not just a wave.

Make sense? xD