One might also and equally speak of the “Unknown Self”, for we do not know ourselves, and the two Unknowns go hand in hand. It has been said that “Unless you know yourself you cannot know God” – and there is an article by Dom Sylvester Houedard which explores this point in detail. Not that God is the self. As G.K. Chesterton wrote in chapter 5 of Orthodoxy, “Of all horrible religions the most horrible is the worship of the god within…. That Jones shall worship the god within him turns out ultimately to mean that Jones shall worship Jones.”
Brahman may be Atman, but Atman is not what we normally call the “self”. The true self is something very different. But the true self is in God, and this means we can only discover them together. When we know God with God’s own knowledge of himself, then we shall also know ourselves. “For now we see through a glass darkly; but then face to face: now I know in part; but then shall I know even as also I am known” (1 Cor 13:9-12).