Should I identify myself as formless? Namo Buddhaya.
Sabbe Dhamma Anatta. Form is Anatta too. Meaning form is not worth identifying as myself, me or mine. 

Does that mean that I should identify myself as formless ? Am I in form or am I formless or I do not exist ?
Similarly for feelings and consciousness. Should I identify myself feelingless? Should I identify myself consciousless( i.e. I will become without consciousness) ? I am pretty confused.
I think the doctrine is saying that you shouldn't "identify yourself" at all. Quoting from this answer


  "You may well accept, monks, the assumption of a self-theory[27] from the acceptance of which there would not arise sorrow and lamentation, pain, grief, and despair. (But) do you see, monks, any such assumption of a self-theory?" — "No, Lord." — "Well, monks, I, too, do not see any such assumption of a self-theory from the acceptance of which there would not arise sorrow and lamentation, pain, grief and despair."


I think that, "I am form", "I am formless", "I exist", "I don't exist", are all self-theories ... theories about self ... and from accepting or assuming any of these theories arises "sorrow and lamentation, pain, grief, and despair".

There is also (quoting from MN 2):


  "As he attends inappropriately in this way, one of six kinds of view arises in him: The view I have a self arises in him as true &amp; established, or the view I have no self... or the view It is precisely by means of self that I perceive self... or the view It is precisely by means of self that I perceive not-self... or the view It is precisely by means of not-self that I perceive self arises in him as true &amp; established, or else he has a view like this: This very self of mine — the knower that is sensitive here &amp; there to the ripening of good &amp; bad actions — is the self of mine that is constant, everlasting, eternal, not subject to change, and will endure as long as eternity. This is called a thicket of views, a wilderness of views, a contortion of views, a writhing of views, a fetter of views. Bound by a fetter of views, the uninstructed run-of-the-mill person is not freed from birth, aging, &amp; death, from sorrow, lamentation, pain, distress, &amp; despair. He is not freed, I tell you, from suffering &amp; stress.


... so if you say that, "I am pretty confused", I think that is what the dhamma was predicting as the result of attending to views of self (i.e. it predicted "a thicket of views", etc.). I remember "a thicket of views" as a warning, a sign, of attending inappropriately to some view[s]-of-self.

See also:


What are examples of identity-view?
How are &#39;conceit&#39; and &#39;identity-view&#39; not the same?




And yet I also like Why is the Buddha described as trackless? and The Trackless One?

Perhaps there's some ambiguity: between "not describing (not constraining, not leading) the Tathagata", compared to "describing the Tathagata as 'not' (or describing as 'formless')".

But that kind of consideration is, more or less, stuck right in the middle of "the thicket" again -- so, if the question is confused, I maybe shouldn't try to tie a (clear) answer to a (confused) question.

So instead of this answer, I hope you find its references helpful.



If it helps, I once saw a video (Dalai Lama's guide to happiness) where the Dalai Lama said,


  ... I always open.
  I never consider myself as a something special.
  If I consider myself something different from you, like, I am Buddhist, or, even more, I am His Holiness Dalai Lama, or even is I consider I am Nobel Laureate, then actually you create yourself as a prisoner.
  I forget these things, I simply consider I am one of the seven billion human beings.
  We are mentally, emotionally, intellectually, we are same.