This AVMA seemed like an interesting idea when I thought of it, but in hindsight probably was a mistake. :) And my commitment to exemplifying the AOTC with my answers has left me unable to communicate any nuance in my responses. You are all being too specific; the AOTC is a general (and very simple concept) that is a feature of many of the guesses you have collectively made.
[bl] Not a mythical creature. [B] Not fictional. [SM] The animals that could be involved are all chordates. [T] Not a hedgehog that thinks it's the King. Neither, for that matter, it is an elephant that thinks it's President Putin, nor a platypus that thinks it's Napoleon.