It is the things that remain with us that define us.
What changes, what comes and goes, is strictly speaking what is accidental, what comes from the outside, and thus not substantial to ourselves--that which we have been and continue to be. To be practical, when you undergo many changes, flee to different places, let different people enter your life and influence you, then you can sometimes lose yourself. Without us knowing it, we can be fragmented into so many things and places and relationships that all make it difficult to gather ourselves, and in effect know who we really are. This explains for that uncanny mood of being 'lost', of not knowing where we are and where we want to be. Augustine called this dispersio: a division of the soul, scattered through time in the sense that I can seem to be different from my past, my present, and my future.
Think of the classic case of someone undergoing total amnesia. Is he the same person he was before? Would not everything be new? Or in the other direction, a man who undergoes a complete conversion by a life-changing decision. Will what he become still have any relationship with what he has been? You can easily change your mind, and that means change your life. And what that means, at bottom, is changing who you really are--your goals, aspirations which from now on give your days direction and life a new meaning. It is to have a different story.
But something must remain. Otherwise, how am I to say that it is still the same I that undergoes these changes? To be certain that that which changes is still the same thing, there needs to be someone who sees it go through the different changes. Like the mother who has kept watch over the babe as it grew into a child, a boy, an adolescent, and then a man, she can say that it was the same person right from the start. What truth can there be without witnesses?
For me, what has been constant has been clearly family. For they have been witness to these changes, "have seen me through," as they say. Without them, I would have thought I have remained the same, whereas I truly must be different from who I was say, nine or ten years ago when everything seemed out of place due to my anxieties and doomed relationships. And I am different, largely at peace with myself. I have grown to understand myself and other people better, to limit myself to those who are genuine friends, and to control what I can and be indifferent to things that I cannot. My family has largely been responsible for me being able to hold on to something that did not change while everything else changed. Who would I be without them, and without friends? Perhaps I would not know, or would not be certain. Our happiness is confirmed when those who really are concerned are also happy for us.