Think about it like this: As long as you believe that you are your thoughts, you are identified with them. They are you. Can you control your thoughts? No? Ok, there's the problem.
But you are not your thoughts, actually. You are able to 'hear' your thoughts. If it weren't so, who would be unable to control their thoughts in the thought experiment above?
Did you ever walk down the street and suddenly have your mind comment on something you see without you having asked for it? Where did that thought come from? Did you intentionally cause it? Or did it just happen and you recognized it happily (or sadly) talking inside your mind for no good reason?
Try the following experiment: Ask yourself what will be your next thought? What happens? If you really are your thoughts, then you should be able to know what the next one will be, no?
Edit: You asked how do you define yourself? For me, it's easiest to think of me as the one who thinks or feels, or better "the one who can hear thoughts or feel feelings". Ultimately, I believe this is just another thought that helps deprogramming a conditioning. In reality, your 'self' does not even exist. It's a concept made up by the mind.
I haven't personally listened to Osho, but if other readers find that the content doesn't resonate, there may be a different packaging that does. I personally needed something strictly secular, and I don't know if that's a factor with his content.
And I agree, meditation and mindfulness are not some ultimate prescription, but a stepping stone.
Think of listening to a talk station 24/7, since you were 2. You have come to see this radio station as your own internal voice - it seems to always be there.
Then suddenly someone turns off the radio. Or tells you - hey, this is a radio, notice the hum and its weight and warmth. Or says - listen, there’s silence in the room in which the radio-produced sound exists. Or, “notice, you’re breathing. You just inhaled. Now you exhaled…”
There’s an infinite amount of practices evolved to do just that.
The goal is not to stop thinking forever. Thoughts are useful. The goal is to stop thinking obsessively.