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If you think that the first real action that happens in "Twelfth Night" is Viola deciding to costume herself as a boy and live under the name Cesario (though we do not hear the actual name "Viola" until Act 5 of the play!) it seems pretty clear that Shakespeare is putting deception, disguise and self-deception on the agenda.
Have a think about Olivia's excessive mourning for her brother, about Orsino's dogged pursual of Olivia (who, it turns out, he doesn't really love anyway!) despite the fact that she won't give him the time of day, about Sir Andrew's insistence (in his challenge to Cesario) that he really is a terrifying, macho, sword-fighting king - and you might start to realise just how much self-deception there is in a play whose subtitle is "What You Will" (which you might paraphrase as meaning "What You Wish For").
Malvolio, of course is the key example. He immediately sees him self in the MOAI of Maria's letter, and immediately decides that Olivia must be in love with him (the dots are in the letter, but he joins them!). Like Viola, he also dons a "disguise" which marks his self-deception: a pair of lurid yellow stockings, as a sort of sexual "outfit" for Olivia. It's a mark of quite how powerful the imagination - and the will - can be that the sombre, serious Malvolio can be gulled so absolutely as to put them on.
Toby and Maria set up a ruse for Malvolio in the letter. However, it is Malvolio's sef deception that allows this small prank to take on a grand scale. In the letter, Maria (disguising her handwriting as Olivia's) never outright names Malvolio as the man about whom she is writing. It is Malvolio's own self pride and overinflated ego the allows him to convince himself that the letter must indeed be about him. The audience is very aware of this, as he reads the letter, much of the joke is based around that fact that given a tiny crumb of a clue, Malvolio extrapolates extreme and propesterous conclusions. We are aware of the riduclous nature of his conclusions, but Malvolio, painfully, is not. Even to the end of the play, when Olivia asks the Malvolio forgive the prank and move on, he refuses to recognize his part of the blame at all, and merely promises revenge.
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