Delusions are irrational beliefs, held with a high level of conviction, that are highly resistant to change even when the delusional person is exposed to forms of proof that contradict the belief.
The grandiose subtype of delusional disorder involves the conviction of one's importance and uniqueness, and takes a variety of forms: believing that one has a distinguished role, has some remarkable connections with important persons, or enjoys some extraordinary powers or abilities.
source : http://www.minddisorders.com/