Three problems with I

The concept of “I” seems to be on a permanent run.
To a naive mind „I” (self) is a very simple concept. I am one and indivisible.
But philosophers noted that it can never be fully observed. At least three problems have been noted.
1) If want to reflect upon my mind, I can probably do so. But in this case the observer is also an “I”. If I want to observe this second I, I become the third I (no pun intended), then the fourth and the fifth I, etc. Philosophers call this an infinite regress. Anyway, I will never see the entire I, because I will need some I to be the observer.
Quotation:
According to the legend, whenever an agent does anything intelligently, his act is preceded and steered by another internal act of considering a regulative proposition appropriate to his practical problem. [...] Must we then say that for the hero's reflections how to act to be intelligent he must first reflect how best to reflect how to act? The endlessness of this implied regress shows that the application of the criterion of appropriateness does not entail the occurrence of a process of considering this criterion.(The Concept of Mind (1949), p. 31.)

2) What does it mean to reflect upon my mind, to introspect? Does it mean to observe one’s mind as it looks now? Or does it mean to observe one’s mind as it was some moments ago? Some people think that introspection is retrospection. When I am angry and also think about my anger, I probably remember my anger some moments ago. And what about the person some moment ago? Is it still I? Or perhaps it is a he?
Quotation:
There is one last objection to be made against the claim for introspection, that made by Hume. There are some states of mind which cannot be coolly scrutinised, since the fact that we are in those states involves that we are not cool, or the fact that we are cool involves that we are not in those states. No one could introspectively scrutinise the state of panic or fury, since the dispassionateness exercised in the scientific observation is, by the definition of panic and fury, not the state of mind of the victim of those turbulences. Similarly, since a convulsion of merriment is not the state of mind of a sober experimentalist, the enjoyment of a joke is also not an introspectible happening. States of mind such as these more or less violent agitations can be examined only in retrospect. Yet nothing disastrous follows from this restriction. We are not shorter of information about panic or amusement than about other states of mind. If retrospection can give us data we need for our knowledge of some states of mind, there is no reason why it should not do so for all. And this is just what seems to be suggested by the popular phrase to catch oneself doing so and so.
Gilbert Ryle The Concept of Mind p. 166, Google Books



3) Some philosophers say that you can observe only your particular experience: pain, pleasure, hatred, but never something like I
Quotation:
For my part, when I enter most intimately into what I call myself, I always stumble on some particular perception or other, of heat or cold, light or shade, love or hatred, pain or pleasure. I never can catch myself at any time without a perception, and never can observe any thing but the perception.
Hume http://www.mnstate.edu/gracyk/courses/web%20publishing/TreatiseI.iv.vi.htm