These are beliefs that are firmly held, but false, and out of keeping with normally-accepted cultural norms (religious beliefs would not count as delusions as they are culturally 'congruent').
They are not uncommonly a symptom of
Psychosis, which will require a swift response.
If the Delusion involves another person, and particularly if it involves ideas of
Violence or is particularly
Paranoid in nature (even if it is a delusional belief that
"X loves me!"), then it is a risk factor for aggression that should be taken seriously (see
Managing Risk).