That nothing belongs to you is a phrase of ultimate reality versus conventional reality.
For example, you own a home. Under the common law or in conventional reality, your home belongs to you. The common law protects your rights to your home. Your children inherit your home.
However, in ultimate reality, your home does not belong to you. For example, that home could have existed before you were even born. Or, that home is built from bricks and timber that had their source in nature. You did not own those original trees and rocks. Or when you die, you will not take that home with you to your grave or elsewhere.
Further, the nature of ultimately reality is change. For example, an earthquake, change in government laws, terrorist or war bombing or change of government such as military invasion by Martians could deprive you of your home.
In brief, in ultimate truth, your home, possessions, children, partner, etc,.. are merely gifts, blessings or borrowings you have received. They are yours to cherish and look after but not yours to possess.
For example, your wife or husband may walk out the door anytime. Your wife and husband is not your "possession".
