The soul problem is encapsulated thus:
It is held to be a changeless essence within, your core. You are born, get old, get sick and die only be reborn again. But the soul is the thread that runs through all these existences stringing them together and it never changes. If it did, it wouldn't be your core. It is ultimately who and what you truly are and it is necessarily changeless and immutable.
The problem is, if it is changeless then for whose benefit am I going through all these incarnations? The purpose must be for self-improvement. While I can improve myself right now, I will die some day. So, ultimately, going through incarnations is for the benefit of the soul and so it must change, it must improve or that least the intent is that it must improve (it might even degenerate depending on the causes one makes while incarnate).
Well, then, we are just a body composed of matter. It has no soul and consciousness is just a by-product but ultimately an illusion and when we die, it's the big dirt nap and it's over. But if consciousness is only an illusion--to what or whom? To me? Can't be. "Me" is just an illusion. If I do not think therefore I am then I either am not or I do not think. Since I exist and I do have thoughts, I am not an illusion.
Which is right? It's dualism. And the problem is that we, as human beings, just don't like super-positions. We want answers. We want a yes or a no. However, there is no answer. Do we have a soul? Yes and no. Neither and both. There is no changeless, eternal core. There is no body on automatic pilot that ceases to be when the body dies. Yet there is both but there is neither.
The more we try to unravel it, the more confused it becomes because we expect one all-purpose yes or no answer and there isn't one. Seen that way, the more we try to unravel the mystery only proves there is no answer. It is simply--a mystery.
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