Who does Don Quixote think he is?

In Miguel de Cervantes's Don Quixote, first published in the early 17th century, we follow the story of a man named Alonso Quixano (the narrator does not actually know the correct spelling of this man's last name), who has essentially "lost his wits," specifically meaning he no longer has the ability to determine fantasy from reality.
Heavily influenced by the enormous number of chivalric romances he's been reading, Quixano takes on the name Don Quixote and believes himself to be a knight-errant. Specifically, a knight-errant is a fictional type of knight found in literature that travels about the land, searching for chivalrous deeds to do, people to save, and battles to fight. The following quote, from the first chapter, shows us Quixote's exact goals in being a knight-errant:

In short, his wits being quite gone, he hit upon the strangest notion that ever madman in this world hit upon, and that was that he fancied it was right and requisite, as well for the support of his own honour as for the service of his country, that he should make a knight-errant of himself, roaming the world over in full armour and on horseback in quest of adventures, and putting in practice himself all that he had read of as being the usual practices of knights-errant; righting every kind of wrong, and exposing himself to peril and danger from which, in the issue, he was to reap eternal renown and fame.

Don Quixote builds up an entire world of romantic fantasy in his mind, and his idealistic delusions of being a knight on a grand adventure lead him to nothing but trouble.