From Where?

My impression was that many Eastern philosophies teach that the "I" is an illusion.
Yeah, I've been trying to find clarification on that. The ego is the mask that we all wear, even though consciousness is universal.
From where does the individual "I" come? Is it Universal?

it comes from nowhere, it is universal in the sense that it is everything you perceive, but it is also not universal in the sense that others perceive different things.