I have watched that video of the OP some time ago. Pretty cool and interesting. And it is an interesting question how someone could believe such a thing about him or herself (or whether this person truly does believe it).
On the one hand, it is hard to wrap ones head around it. The sheer lunacy of it. I can kind of understand how one can believe in some sort of nebulous vague higher power. This idea can feel pretty compelling and can offer answers to questions physics so far can not. Where is it all coming from? How does the brain create consciousness? What truly are those feelings I am experiencing. However, where it already starts to kinda end for me are believes in very specific higher powers. Holy books for instance. If someone lives in a pre-modern world, I can understand this. But people exposed to all its insights who still cling to such arbitrary believes? That seems, to be perfectly honest, like a bit of lunacy itself to me. I am mentioning this because from my POV when people can believe that, it is not that much of a big step away from believing oneself to be some kind of holy figure. And in a way Christians for instance will even do that - since they are the children of God who loves them.
But there is a step, of course. A typical Christian will still not deny his or her own nature, it will just incooperate it into a larger network of believes. But to think oneself is Jesus should mean that one is in an incredibly profound denial about what one really expierences - or one has real solid illusions one actually expierences. Like voices in your head or seeing things which are not there.
So that brings me to two basic possiblities: Acute self-denial or acute hallucinations.
To illustrate what this means with the case of the OP's youtube video:
(1) In case of actual hallucinations I can see a very religious person coming to think of himself as Jesus easily and doing so in all honesty. And if one has such success while operating under this delusion as the Jesus of the video and even gathers a large following, then this will be all the reenforcement one needs to truly believe it I imagine.
(2) In case of acute self-denial things should be more complex. In that case my best bet is that the guy in the video has moments of self-doubt, but justifies to ignore them with the success he has following his self-delusion. Maybe those doubts grow even strong enough that he doesn't really believe it, but is comfortable enough with the situation to not mind it that much or does not know how to continue living without it.
But the crucial component of believing in specific incarnations of higher powers in the first place - as many do - is still beyond my grasp so I can not fully explain it other than in superficial terms.
People just can talk themselves into believing many things, I guess. I have done that, too. And some are so unhappy with the way they find things and/or self-deceit comes so easily to them that they go to fantastical extremes, I suppose. I would suspect that people who exercise such strong and sophisticated self-deceit are rather intelligent, since it is in a way a "skill" to pull that off.
