misidentification/delusions of grandeur

i suffer with “delusions” that make me feel as if i am characters from media without a doubt. to me it’s not a delusion and to me it’s real. i am still me, even if i remember it as if it were a past life. my therapist put this down to spirituality, but it impacts my daily life of memories from a life i wish i was experiencing again rather than my current one. i miss my old families and my old friends so badly. does anyone have any experiences like this?