There are several things to ask about beliefs like this:

1. Do they make internal sense? (e.g. "What is the fourth dimension?")

2. Do they match the sort of evidence that you would expect to have in the case of non-delusion? (e.g. "Do you have any observable physical traits indicating your extraterrestrial origin? Would someone looking into records of your birth find discrepancies in your records indicating forgery?")

3. Do they try to defend themselves against testing? (e.g. "Do you expect to illuminate a completely dark room at night by generating light? Would you expect to exist happily in psychological conditions that would harm normal humans by subsisting on aid packages full of love?")

4. Do they have explanatory power? (e.g. "Has there, as a matter of historical fact, been a sudden and dramatic reduction in global strife and suffering since the date of your supposed arrival?")

5. Do they have a causal history that can be reasonably expected to track with truth across the entire reference class from an outside view? (e.g. "Did you receive your information via private mental revelation or a belief from as long ago as you can remember, similar to the beliefs of people you do consider crazy?")