If you believe you are thin when you weigh 360lbs, you are insane.
When they say "believe" it, they mean it metaphorically, not literally. It is simply used to get your brain to envision SOMETHING, ANYTHING but the rut you are stuck in. When you can envision something, you can begin to take steps to get there. Vision always comes first.
So telling yourself these things is not lying. It's beginning the first steps toward literal realization.