There's no need to take my word for it or even to study cognitive science. Feel free to experiment with head trauma to see what happens to your state of consciousness. If you bang your head, you may find that you start to see spots or you may be knocked entirely unconscious, as in an MMA fight.
If you're not feeling so adventurous, you could look into brain scan studies of dream states. You can watch the brain activity change in an MRI scan as the person transitions from waking consciousness to sleep.
There's also the lack of anything like an alternative model of personality and consciousness that has the same explanatory power as cognitive science, which emphasizes the brain.