When I was in
junior high school and heavily into
H.P. Lovecraft, a couple of my friends (
Chris and
Murphy) became convinced that I was a priest of
Nyarlathotep the Crawling Chaos and a threat to their lives.
I didn't find all this out until after it had passed - their conviction was based on my skill as a Call of Cthulhu GM and a scary dream Murphy had - but they would say and do all sorts of strange things around me to try and "draw me out", and one time Chris lunged at me with a fireplace poker.
If this happens to you, I recommend keeping it light; make jokes to defuse the situation, and try not to feed their seething paranoia. Eventually they will realize that you are not an agent of the Old Ones and you'll all have a hearty laugh about it.
Have I mentioned that all of my friends were fucking nuts?