Hi NotDeadYet,
This is a good question. Generally (from my understanding) people who experience delusions do not know they are experiencing delusions, but that does not mean they cannot become aware of it.
Nothing in Psychology is black and white; everyone is unique and different even if and when they meet the same diagnostic criteria for so called delusions. MANY people who suffer from delusions will admit they have had delusions, but that doesn't mean they are always aware of them when they are, 'in it.'
While I have never experienced delusions myself, I know several people who have. Perhaps their first experience sideswiped them; meaning that their full-blown psychotic episode temporarily incapacitated self-awareness and ability to discern real from unreal. However, after the first incident, their self-awareness was increased once they were given proper treatment and thus, made aware of their delusions, and or their delusions subsided (as a result of decreased stressors and or balancing of chemicals in the brain).
I hope this helps.
Thanks,
HD7970ghz