The illusion of our narrative can be pointedly evidenced by a number of facts about how our subjective experience contrasts with the objective reality as measured by a third party. One such way is to note that we are blind for almost an hour of the day due to saccadic blindness. It definitely doesn’t feel like this is true. Unless you’re an alcoholic or a narcoleptic I suppose.
Another rather different observation is that the conceptual understanding of self appears to be partially cultural. Countries with a collectivist culture nurture a more holistic notion of the self as it integrates into the community, whereas individualistic (usually WEIRD) countries have populations with a far more internalised, isolated sense of the self.
A relevant study showed that children between 5 and 6 years old were fooled into believing the scientist had duplicated the hamster and when asked they assumed the entirety of the hamster, including its memories, where present in the duplicate. When the hamster was given a personality, and in particular a name (an identity), the children believed the duplicated hamster did not share the mind of its original. This is dualism; a separation of mental and physical properties.