There are lots of ways you could go from answering in the negative to "do I exist?"
You might become an immaterialist, if you mean that you don't think your physical body exists; that you are just a mind floating in a world of ideas. That was the view of my beloved George Berkeley, who wrote the most delightfully brief philosophical treatise which would be even shorter if he didn't spend so much time apologising for being verbose
Or, you might find the notion of 'I' dissolving altogether, and start to wonder where the bounds of your consciousness lie, or whether they exist at all. And this has profound consequences for ethics, and one's general approach to life.