An illusion when you see something differently from how it actually is. There are optical illusions for example, like when it looks like something on your screen is moving, even though it's not. Mirages are a kind of illusion. Some magic tricks are also illusions. Illusions are all sensory.
A delusion is when you believe something that obviously isn't true. Thinking that it's safe to eat fire is a delusion, because it's obvious that if you eat fire you'll burn. Thinking that you're Michael Jackson is a delusion, because you're obviously not, and he's dead.