Anatta a tool or reality?

I understand that realizing anatta reduces the suffering. You realize there is no "I" to suffer, to have anxiety, to be insulted etc. That is indisputable. However, is this reality or is it a tool? Is there truly no self? It is said that the Buddha remained silent upon the question of **Am I?** and **Am I not?**, was that because the answer to the question is irrelevant to the reduction of suffering & therefore there is actually a self? Or for another reason? >'May my form be thus, may my form not be thus'; and indeed, O monks, since form is not-self, therefore form leads to affliction and it does not obtain regarding form: 'May my form be thus, may my form not be thus.' After this is said about the 5 aggregates, and the saying there is no **permanent** soul/self, I understand that identifying with any of them only leads to suffering, due to their impermanence. But this doesn't mean the self cannot exist outside of it, right? What I mean by this is, not inside/outside/a combination/the collection of them all, but rather something else that we cannot even talk about. Furthermore, is it wise to try to understand Anatta, or is it best to realize it?