I'm still reading Neil Gaiman's Sandman series (I know it's taking me forever. I'm trying to make them last). Anyway, I recently read the story Three Septembers and a January, which presented a very interesting theory, at least in my opinion. In the story, a man loses everything and to prevent him from succumbing to despair, Dream makes the man believe that he is the Emperor of the United States. Basically the idea is that having this one delusion keeps him happy and satisfied with his life. Believing that he is important stops him from losing hope. At one point Dream's sister Delirium states that the man does not belong to her because "His madness keeps him sane." I think, in a way, this applies to all of us. We need our little delusions. We need to believe things about ourselves and our lives that aren't true or we will lose all hope.