Below are a couple of strangely beautiful delusions described in a 1993 paper on ‘The reliability of three definitions of bizarre delusions’ published in the American Journal of Psychiatry:
A 22-year-old woman had the delusion that thoughts and feelings emanating from her mother’s unconscious were being carried in raindrops that fell on her air conditioner. When the raindrops hit the air conditioner they made a noise, and simultaneously these thoughts and feelings merged with her own unconscious. This merging had resulted in her own mental illness.
A 27-year-old man had the delusion that the voice he heard throughout the day was that of an invisible girlfriend. His girlfriend gave him advice and told him to do things. At night she would come to him, although still invisible, and they would make love.
Link to PubMed entry for paper.
Mind Hacks 
If only the mother in the first example and the gf in the second had wise and positive advice, it wouldn’t be so bad.