At this site:
http://www.artistexpo.com/pointilist.html
There are paintings, for example "Canal Towpath"
If you look closely there is no canal, there are not trees, there is nothing but coloured points.
So where is the picture?
It is an emergent property of a number of simpler things. Conscience is most likely a similar phenomenon. It is a pattern not a "thing".
In fact, you are not a thing either. A very large fraction of all the atoms that make you up will be gone in a few months. Therefore if you weigh "you" right now then all of "you" will be gone. All the atoms that make up "your" weight will be gone therefore "you" will weigh nothing.
But you persist? Why? What are "you"?
The atoms are replaced, they are not "you". "You" are a pattern of atoms. That "you" has no weight.
This feature of conglomerations of simple things that allow a more complex pattern to emerge is not uncommon.