I have no idea where I first heard this story. I remembered it recently and it occurred to me to record it here.
A man woke up one morning with no memory of himself. He looked around him, and saw that he was sitting by the side of a deserted road. He waited but no-one came. Finally, at dusk, a beautiful woman appeared. She was young, yet with an air of wisdom beyond her years. She approached the man.
"And now for your third and final wish. What is it to be?" she said.
"How can it be my third wish?" the man asked, "I don't remember even having the first two."
"Your second wish was to have everything go back to the way it was before your first. That is why you remember nothing, not even me. I am a Djinn. I have granted you two of your three wishes. You have one left."
The man thought a moment. "Very well," he said, "I don't believe you, but there's no harm in making a wish. I wish to know who I am."
"How strange," said the woman. "That was your first wish."