https://en.wikipedia.org/wiki/Grandiose_delusions#Prevalence
Grandiose delusions (GD) or delusions of grandeur are a subtype of delusion that occur in patients suffering from a wide range ofpsychiatric diseases, including two-thirds of patients in manic state of bipolar disorder, half of those with schizophrenia, patients with the grandiose subtype of delusional disorder, and a substantial portion of those with substance abuse disorders.[1][2] GDs are characterized by fantastical beliefs that one is famous, omnipotent, wealthy, or otherwise very powerful. The delusions are generally fantastic and typically have a religious, science fictional, or supernatural theme. There is a relative lack of research into GD, in contrast to persecutory delusions and auditory hallucinations. About 10% of healthy people experience grandiose thoughts but do not meet full criteria for a diagnosis of GD.[2]
For example, a patient who has fictitious beliefs about his or her power or authority may believe himself or herself to be a ruling monarch who deserves to be treated like royalty.[7]There are substantial differences in the degree of grandiosity linked with grandiose delusions in different patients. Some patients believe they are God, the Queen of England, a president's son, a famous rock star, and so on. Others are not as expansive and think they are skilled sports-persons or great inventors.[8]
http://nypost.com/2010/05/23/why-losers-have-delusions-of-grandeur/