Connecting with yourself means connecting with your life force. Thoughts, emotions are only waves in the surface of your mind. Your deeper identity has to do with the life power which flows in you.
Where do you start? Get in touch with your own life force by practicing this simple technique. Sit down with your back straight and observe your breathing. Observe how the air flows in and out through your nose and mouth. Simply take a minute every day to observe and perceive this natural stream of life. The air we breathe is similar to the life force we all share on this planet. It is the physical reflection of your inner life stream.
Try that for a week or so. Send me some feed back and I'll tell you about a next possible step.