n. 25B6; verb (informal)
I'm not kidding : JOKE, tease, jest, chaff, be facetious, fool about/around; informal pull someone's leg, have on, rib; Brit. informal wind up; N. Amer. informal pull someone's chain, fun, shuck.
why did I kid myself that I'd succeed? : DELUDE, deceive, fool, trick, hoodwink, hoax, beguile, dupe, gull; informal con, pull the wool over someone's eyes; poetic/literary cozen.