My opinion on this is that so long as you’re not prone to psychosis, a healthy imagination can only be a good thing. The mind has internal defenses against delusion.
Most people get belief all wrong. Everybody believes in things they don’t know whether they’re true or not. They just get a sense of intellectual superiority over which things are good to believe in. This hooey is far worse than actual self-fantasy, don’t let yourself get caught up in it.
One of my favorite movies to illustrate what I consider to be a healthy, strong self-’delusion’ is True Romance. Clarence’s spirit guide is Elvis Presley, who he lets talk him into going, unarmed, to the den of his new girlfriend’s former pimp to kill him, which he manages to accomplish, with the pimp’s own gun.
I’ve had many similar moments where I’ve had the gut urge, or actual spirit guides, get me into sticky situations where I had to use my intuition and resourcefulness to navigate. It’s fun. Without a healthy ego, I wouldn’t ever have been motivated to dive in.
So yeah. Go ahead and entertain the idea that you’re the next President or that you’re the reincarnation of Horus or that the blood of Viking conquerors runs through your veins. Nothing wrong with that at all.