Delusions are distorted models in your head about the world around you. Facts, arguments or perceptions will not correct this model. A person with delusions will fit the facts to the model. People with psychoses can entertain delusions, but so do people who believe in conspiracy theories.
Your will is what you want
You think you have a will, but that is a misconception about your ego. The will as a tangible thing does not exist. You want something at a certain moment after you choose from different wishes. And that choice can change within a short time, perhaps even to the complete opposite.
Why people don’t want antidepressants but do want psychotherapy
A lot of people think antidepressants are worthless. Is psychotherapy better than an antidepressant? There is no evidence for this. It seems to me that antidepressants suffer a disadvantage in our perception as compared to psychotherapy, in that their mechanism of action is quite invisible and not instinctively comprehensible.
Man thinks ahead, Nature succeeds through hindsight
What makes man an exceptional animal? That he can think logically in cause and effect. But that is also a handicap, because nature is a system without cause and effect.