One of the most obvious examples of self-deception in the play is of course Malvolio and in particular the ease with which he allows himself to be duped by Maria's letter written in the style of Olivia. Of course, what any perceptive critic realises is that this ruse succeeds not so much because of Maria's skill at forging her lady's hand, but actually because she correctly identifies hopes and dreams that Malvolio had already had, and which are "confirmed" by her letter. Malvolio allows himself to believe that his mistress is in love with him because he has already imagined he can rise in society through marriage to her. Therefore his response to reading the letter shows his capacity to deceive himself:
I thank the stars, I am happy. I will be strange, stout, in yellow stockings, and cross-garter'd, even with the swiftness of putting on. Jove and my stars be prais'd!
Malvolio's willingness to adopt both a ridiculous attire and ridiculous facial gestures is thus demonstrated through his willingness to delude himself. It would have been impossible for anybody of Malvolio's station to believe that marriage to his Lady would have been a realistic option. He deceives himself with hilarious, and also tragic, results. Another example of self-deception might be the way that Olivia when the audience first sees her, overtly protests that she will never marry again only to ridiculously in love the moment she sees Cesario. Characters in this play seem to be particularly prone to self-deception, proving what fools humans can be when they are impacted by the power of love.