Entrepreneurs need to be very careful when developing self-belief in their idea. As Sam points out, the people telling you that you are crazy "may be right." I've started angel investing, and it really pains me to see people who have quit their job and devoted years of their life to a business that (in my opinion) has no chance of succeeding. Yes, I may well be wrong about some of them, but the entrepreneur needs to be able to articulate why they think everyone else is wrong.
Self-belief in a crazy idea is not enough. Obviously Sam wouldn't disagree with this sentiment, but many entrepreneurs seem to omit the step of proving to themselves that their idea is not crazy, or they suffer from confirmation bias.