We look for an identity, it's only natural. We look for cultures that we identity with. Not so much national cultures, but popular culture, or a culture outside of what is popular, just to be different. Fashion, music, the works. We look outside ourselves, and sometimes within ourselves, but we build a self from the outside. All else can define us.

In some new spirituality circles, they will say that your identity will arise through spiritual progression or meditations focused on the self.  After trying these methods, some realize 'Well, nothing arised, all there was...was nothing, a few thoughts here and there, but nothing truly genuine, or anything that I could call my 'Self' .'

There is nothing of ourselves that can genuinely be called our identity or 'self' when examined. There is 'no-self'.

At first, and sometimes interpreted wrongly, no-self shouldn't be looked on as pessimistic. I think sometimes think of this subject of 'no-self' in Dharma makes it seem that people will think themself will have no significance or effect on this world if I don't have a permanent self or identity to work from. 

This is not so. Karma's (or Cause and Effect) fruition brings forth what we are today, and Karma exists in the relative sense, cause and effect, the present time of this world is generated and created by previous karma that has ripened do to actions, causes and conditions before. The world we know today is caused by a domino effect action, and then effect. 

So your present 'self' is result of mental imprints, actions, conceptual thoughts, that have ripened you to believe this is some permanent self or 'Who you are' in relation to this world.

 So when you look outside of your conventional self looking for identity, music, fashion and religions, like yourself - these things are too the result of karmic fruition, building and building just as you are.

Through the method of meditation on insight and knowledge of the lack of inherentance our own being has. As well as Wisdom and Compassion to lower the barriers of 'us' and 'them'. We can reverse the karmic build-up that produces suffering, and bring others to the self non-existent state of blissful Nirvana.

Look for significance in this world through being SELF-LESS, in giving up your own happiness for others. Be Self-less in giving up your own comforts for your friend, your money, your possessions. I wouldn't ponder on 'who you are', but rather ponder on the self-less effort to benefit others. Being Self-less, has more effect than Generating a Self or search for an identity. Which, in fact can increase you to become more dualistic in thinking,  rather think of there is No Self, but simply, in truth, Awakened (Buddha)-Nature without acknowledging forms. Between you, and others who share this life with you.