Consider that at one time it was quite common for the mentally ill to consider themselves to be the emperor of france, or at least some manner of royalty.
Now I myself - not at the moment, but not long ago at all - was completely convinced that I was a clandestine operative for the United States Marine Corps Joint Forces Cyber Command.
How I arrived at that conclusion is a little hard to explain, however I have lots of completely rational explanations, for example I really did apply to the USAF Cyber Command when it was announced at Slashdot back in 2008.
There are other little dots here and there. When you see a bunch of dots on a printed page, do you see a picture?
Among the natures of psychosis, is that I see connections that most people don't. You'd connect the dots and you'd see a smiley face or a bumblebee.
I'd connect the dots and I'd see myself as James Bond.
Welcome to XXI century, it's becoming harder and harder to tell hallucinations from reality apart. Hell, nowadays you can't call paranoid someone thinking government is watching everything, because he's actually right.