For Hume, we do not sense the world carefully enough and this allows for to generalize with our ideas of identity and difference. All this means is that when we sense things that generally are similar in characteristics like color, shape, sound, etc. we combine these as ideas in our mind and create the idea of identity. One the other hand, when we sense things that seem not to have general similarities in characteristics like color, shape, sound etc. we separate these as ideas in our mind and create the idea of difference. It all comes down to the fact that we do not sense things accurately and, therefore, to overcome this inability to sense accurately we feign the idea of some continued existence in our thoughts of things, whether they be through the idea of identity or difference. When we apply this "messed up" process of ours to ourselves, we create the idea of self or soul. Hume calls this a "natural propensity". For Hume, the way in which we assert personal identity has to do with our inability to notice sensual information (impression) as they actually occur. That is, our in ability to comprehend all the variants involved in what we actually experience "gives rise to " our mistaken conception of identity and difference. While Hume does assert, however, that there may be a "natural propensity" to affirm the existence of a self, soul, personal identity, etc., he does not account for where such a "propensity" comes from. It is one thing to say that humans do not sense well, it is another thing to say why we don't like it being so. Think about it. There is plenty of room for Locke's Psychological State Theory here.
For Hume, those sensual impressions we experience are ALL that we are. There is no separate existence of Self or Mind, or Soul. This is why Hume writes that whenever he enters most intimately into what he calls himself, he always stumbles upon some sensual impression. He states that he can never catch himself without a sensual impression and that he never notices anything but the impression. When we think about ourselves it is always us doing something. We never notice the mind (Soul) by itself. We are the act of sensual impressions. When we stop sensing, we stop existing. We are tied to our physical nature this way. Welcome to Material Monism!
