This is exactly where we run into the most trouble, I find. The only way to really know whether someone is just having fun speculating (and it IS fun!) or is verging on delusional is to get to know them. I suppose you could also ask them outright, but fandom is generally way too passive-aggressive for something as simple as that.

What seems to end up happening is that we all get lumped in to one group, no matter how rational or how crazy, and I take offense at that. It's a problem.