Do people turn into wolves and then think the same? I must admit, it was quite difficult for me to chalk being a werewolf up to hallucination, especially given I destroyed my living room in the process.

It is quite normal, I assure you. Sometimes the ability comes at full strength with no control whatsoever and it must be learned, and sometimes control comes in pieces through more pulses later on, but very rarely does an ability come with control intact.