Yes the story goes that his parents went to great lengths to keep him focused on himself and not aware of the 3 messengers. That's not to say not to have a self identity. Just know it's a useful tool for relative existence but ultimately interdependently originated. This article will be helpful in integrating the 2 truths of relative and absolute.

Pundarika Foundation

The Two Truths ~ Indivisible - Pundarika Foundation

An article, reprinted with permission, by Tsoknyi Rinpoche for Buddhadharma magazine's Fall 2014 issue: