We need to look at the context in order to answer this question. The context is Jesus, speaking to unbelieving priests who are about to have him executed. They are asking a disingenuous question, trying to trap Jesus. To this trap-question Jesus gives a somewhat obscure answer, but one which got the point across. “From now on you will see the Son of Man (ie me: Jesus) sitting at the right hand of the Mighty One.”
Obviously, he did not mean literally that they would “see” Jesus with their physical eyes sitting at the right hand of the Father. What he meant is that they would kill him, but God would raise him from the dead, and, later he would ascend to the Father in Heaven, where he will be sitting at the “right hand” (not literally, but figuratively) of God. He will no longer be here as a physical person on earth, but will be with God in heaven. If you want to know what this looks like, you can look at Revelation chapter 4 and 5 to get a sense of what it means to have Jesus at the “right hand” of God. We see God the Father in Revelation 4 and we see Jesus the Son in Revelation 5.
Exactly why Jesus said “coming in the clouds” I cannot say for sure. I will admit this is a slightly odd way to say that Jesus will be with the Father in heaven, but perhaps it is a veiled reference to his return. Matthew 24:30-31 describes his return in language not unlike that of Matthew 26:64.
Anyone who says that Jesus died and what he believed was just delusions is obviously forgetting a really important point, which is this. Although Jesus died when he was crucified on the cross, he also was raised from the dead on the third day. Hundreds of eye-witnesses saw Jesus alive after he was killed. That being ture, the idea that his belief was delusions is itself a delusion. Anyone who says this must ignore the facts, as recorded by those who observed them. Jesus was raised and 40 days later ascended to the right hand of the Father in heaven. This is definitely no delusion on the part of Jesus.
I hope this helps.