As someone who has been diagnosed, I most definitely do not always share the delusional thoughts I have had with professionals. I believe the “being spied on” delusion is extremely common. I myself believed I was being spied on by the government, also the “aliens” might be very common. Don’t get me wrong I do believe in life elsewhere in the universe, but I don’t worry about it so much (I find the aliens to be more on the friendly side when I have delusions). At times even now I wonder if I’m spied on though I know it can’t be real for several reasons. One is sure there may be a surveillance program to keep the nation safe, but what could be so important about me that they’d keep tabs on me. Note, do not immediately tell your son this because it may anger him. Two, it is a common symptom of paranoia, logic indicates it is something that comes with a particular mental illness. Here is what helped me, researching the condition I was diagnosed with and finally after some time accepting that I have a mental illness. It sounds to me like you love your son very much, and that is the most important thing. It may help to try to list positive things you feel about him and let him know. Also, do not blame yourself.
SurprisedJ added excellent input, delusions may seem so real that saying they’re impossible or judging them may make the sufferer angry. It is best to say something along the lines of, “Can we talk about something right now?” Whenever you find the person in a more a good mood and more coherent. Also do not say, “It’s impossible.” Say, "Why do you believe this? (etc). Nowadays I feel a sense of humiliation and embarassment when I recall the delusional thoughts i’ve had. (Occasionally, I can laugh about them.)