Delusion has no limits, and it’s not hard to see why. What is hard to comprehend, is how someone can seriously believe in their delusions in such a reality defying way. Brainwashing has been an elusive concept of the sci-fi genre, but you can consider delusional individuals basically brainwashed. The limit of delusion is imagination, and imagination has no limit.
The scary thing is when something shatters a person’s delusions, they will often attempt to rationalize it in a way that allows them to continue such delusions. Although if you combine cockiness with delusion, it is always satisfying to watch them get their smug smile get wiped off.