Zen practice is sometimes described as the study of the self. This description, in part, arises out of the old story of an interaction between Bodhidharma, Zen's first ancestor in China, and the student who later became his dharma heir, Huike. The story can be found in the koan collection "The Gateless Gate," Case 41.
In the story Huike says that his mind is not at peace, and he asks Bodhidharma to help him with this. Bodhidharma agrees to help saying, "Bring me your mind, and I will set it at rest." However, after some time, Huike responds by saying, "I have searched for the mind and finally it is unattainable." To which Bodhidharma replies, "I have thoroughly set it at rest for you." (Translation by Thomas Cleary)
Thus, our earliest Zen role models were engaged in the study of the self, the study of how best to live in a human body and mind. This is the study of what we mean when we say "body and mind." This is the study whose culmination is setting the mind at rest. And when this study yields a result that points to the limits of human conceptual capacity and to the boundlessness of mind, then it begins to show us how we can rest. It's ironic really, particularly when placed in the context of a Western society that highly values the intellect and its capacity for investigation and categorization. Yet, it can be a deeply satisfying experience to come face-to-face with the knowledge that you can't figure something out. That fact is fundamentally a good thing.
In order to see it as a good thing, though, a practitioner must have the courage to face the facts and then consider the potential responses. That is, if you encounter the limits of your concept of mind and react in fear or complacency, then you have missed the opportunity it presents. To say that it is enough simply to lead your life whatever way you like, because it is impossible to understand, is also to waste a whole lifetime of opportunities. So what might be a skillful way to study the self?
Shakyamuni Buddha gave us a pointer about this kind of practice in his teachings called "The Dhammapada." In this text the Buddha teaches:
Though one may conquer a thousand times a thousand men in battle, yet she indeed is the noblest victor who conquers herself.