I've known more than a few people along the lines of Felix. They like to think that they are exciting, special people, and they love being drama queens.
Actually, there's very little in Felix's autobiography that I doubt, because I think he enjoyed creating drama wherever he went. Sure, he was no stranger to hyperbole--but after awhile, your own legend can take over your life, and I think that may have been the case with Felix. Remember that just before Rasputin's murder, Irina wrote Felix from the Crimea that she hoped he wasn't about to do anything stupid? She knew her husband was excitable and that unpredictability was the only predictable aspect of his character.