I say nothing (3)

I believe the answer is:

ego

'i' is the definition.
('I' in Latin)

'say nothing' is the wordplay.
'say' becomes 'eg' (both can mean for example).
'nothing' becomes 'O' (looks like zero - 0).
'eg'+'o'='EGO'

(Other definitions for ego that I've seen before include "Inflated pride" , "Part of the mind" , "Sense of self, conceit" , "See 21 Down" , "Selfishness" .)

I've seen this clue in The Telegraph, The Sun and The Globe and Mail.

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