If someone says you have a delusion there is a strong sense that there is something wrong with your mental ability; you're unable to perceive reality even though there is obvious evidence that what you believe isn't true. You would only use deluded or delusion if you were expressing that the belief is extremely and obviously wrong - so wrong in fact, that you find it hard to accept that anyone would believe such a thing. For example,
Some people still have the delusion that they can both protect their privacy on-line and participate in social networking when it's obvious that any company that profits from advertising can't be trusted with your personal details.
I think that either misled or mistaken would better capture the intended meaning of someone who has been tricked into believing something that isn't true, either by a person or by circumstances.
There are many ways to phrase the ideas in the example sentences; these are just to illustrate using misled and mistaken:
Many people have been misled into believing that all Canadians play and love ice-hockey.
Because most foreign tourists visit Spain in the summertime, they mistakenly believe that the weather is hot all year.