As a Buddhist, how shall we make sense of the notion that there is no such thing as a Soul?

The three marks of existence is: Impermanence, Suffering, and No-Self. If there is no-self, then there is no Soul. Our cognitive abilities is the result of the physical (Brain organ) and the non-physical (five Skandhas) In meditation, we are taught to observe the changes of our thoughts, which I presume is the result of the five Skandhas as well. The question is, if there is no-self and no soul, then who is observing my thoughts? Am I wrong to say they are my thoughts? Who am I? And who is answering my question in this forum?