Delusional people tend to believe in what they're doing.
Trump often acts in delusional ways. I think he is a man who has always made his own rules and gotten away with it. Enough money will do that for you. However, he has also gotten away with it because he has operated in limited contexts - mostly in the realm of business.
I think it's perfectly acceptable and rather admirable to be moderately delusional
It is important that you strive for humility, but not humiliation, for a cool, level-headed confidence, not a stiff, delusional arrogance.
I like to begin every screenplay with a burst of delusional self-confidence. It tends to fade pretty quickly, but (for me, at least) there doesn't seem to be any other way to start writing a script.
Life is too short to have anything but delusional notions about yourself.