Great question... but geez, sorry to hear about your girlfriend; that is a tough one to take. But to answer your question directly, "delusions" are thoughts that do not line up with reality. A "delusion of grandeur" (for example) would be when the person thinks that he is Jesus Christ, or that Brad Pitt is in love with her, or that President Obama is talking directly to them through the TV.
On the other hand, being "disillusioned" means (basically) to be disappointed. she is essentially saying that she had expectations and hopes for the relationship (whether they were grounded in reality or not), and that she does not feel these expectations have been adequately met. Sorry, man. If you are satisfied with the response, please hit "Accept." That is the only way I can receive credit for my answer. Thanks-