Look into teachings of Gurdjieff. Having similar background as yours, I was interested due to the fact that there is no need to believe anything from anybody else, and you should test everything you believe by yourself.
Just read the main wiki blurb on him and my main question is "Why should I believe in the existence of the unified consciousness or higher levels of consciousness"?
Wikipedia is not a great starting point to approach spiritual things.
Bohr, the Nobel-winning physicist, had a horse shoe on top of the front door of his country cabin. When he was asked whether he believed it brings him good luck, his reply was "I was told it works regardless I believe in it or not."
There is no need to believe in such things, and belief -- in the sense you are using the word -- does not "help" you. It may even be a hindrance.
More interesting question could be: can I find useful things about myself that I can personally verify that would be difficult or impossible to learn otherwise?
A book called Inner Game of Tennis (not related to Gurdjieff) talks about the inner game that elite athletes need to learn. For example, if you are practicing how to make the perfect tennis forehand hit, you are struggling with a part of yourself that tries to control your movement. However, you need to learn to let go, and let the body to do the movement. The part that wants to control the movement is very poor in doing that. So there are these various parts in myself, and it is essential to learn how they operate.
If you are intrigued, reading "In Search of the Miraculous" by Ouspensky or one book from "Psychological Commentaries" by Nicoll could be a better starting point than Wikipedia.
You don’t have to. It’s a choice. My doubts about it not existing came after I realized it’s not clear where to draw a clear boundaries for an organism. For example, each neuron in our brain can be considered it’s own organism but it’s part of our body and from our perspective we are in control of it. If we apply this to ourselves then maybe we ourselves are just a neuron in a bigger living “brain”.