Don Quixote, briefly, was a knight just at the end of the Middle Ages, would attack (tilt at) windmills (the huge old Dutch wooden kind) on his horse, believing this was the noble thing to do.
Strangely, this futile, pointless, dangerous and painful job was 'interpreted' by literary critique, to this very day, as somehow tragically noble.
So, if somebody tells you you are 'quixotic' or, far less often, 'a Quixote', they are not telling you that you are bonkers, but that you are indeed a hapless dimwit, still somehow, nonetheless, spiritually genteel.