Don Quixote loves himself a good ripping take about knights, giants, dragons, and princesses. But being too obsessed with fantasy fiction comes with a price: the narrator of the story tells us that "by sleeping little and reading much, the moisture of his brain was exhausted to that degree, that at last he lost the use of his reason" (188.8.131.52).
Now whether or not you agree that a brain needs to be moist to be healthy, you have to admit that Don Quixote has a less-than-healthy relationship to the books he reads. In fact, Cervantes seems to use the entire text of Don Quixote as a cautionary tale for lovers of adventure fiction, which was by far the most popular kind of book when Cervantes was writing Don Quixote.
Don Quixote, for his part, refuses to be convinced that the adventure stories he reads are not historically accurate. He argues at one point, "[I]t were as easy to persuade the world that the sun does not enlighten, the frost cool, and the earth bear us, as that there never was an Amadis, or any of the other adventurous knights'" (184.108.40.206).
In other words, you'd have an easier time convincing Don Quixote that water isn't wet than you would have convincing him that the stories in his chivalry books aren't real. This just goes to show how dangerous fiction can be when it's put into the hands of obsessive fans. After all, just look at people who love—wait, we mean LOVE—Star Wars. We just hope none of them mistake our house for the Death Star the way Don Quixote mistakes windmills for giants.