These kinds of delusion is known as being:
paranoid
When a person is being paranoid, he or she can not stop thinking of negative happenings or thoughts that may happen to him or her. These type of persons are suffering from the mental condition commonly known as paranoia
Thus, the answer is:
paranoid
For this question I would go on YouTube if you can and search The Great Dictator by Charlie Chaplin. It is a classic but it would help you so much with this report. Also the movie 'Unbroken' will help. If you need help message me because I had to do the same exact report when I was in 6th grade. Also here is a website from some of the soldiers experiences; http://www.military.com/Content/MoreContent?file=VSworld_war2
