Of course, they all have big delusions, that's why they are all hankering for the imaginary "race" wars at home.... even though there are plenty of wars going on in the world right now, but they are either too cowardly or too lazy to go to a real battlefield.
Well, they did plan to incite a "race war", so they seemed pretty serious. Why would they go fight in some war they probably don't care for or about?
What is it with these kinds of people and Norse mythology? Is it just because those gods were worshipped primarily by white people or are there actual white supremacist elements to the myths that I never picked up on?
It's the "true" germanic religion (and ideology in their case), and they are interested in either restoring or preserving a "germanic identity". Back in the days the "blood was pure, men were strong and proud" and things like that. They had not yet been influenced ("infiltrated", "destroyed") by non-germanic blood, ideas and religions. Their ancestors were forced to become christian or die, and they are victims and must "stand up against tyranny".
I'm not too sure how this works in the US, but in many of these circles in Europe there's an idea of how the land and blood ("race") are linked spiritually or historically. This is some idea based on the germanic Odal rune (property, nobility) and the Odal Man and some old laws (Odal man being one whose land property has been inherited for generations, and I guess is an allodial title?). White supremacists will eat these kind of things up.
I'm guessing these guys were into Wotanism or something like that.
edit: Oh, and of course the Nazis were into germanic paganism etcetera, for the same reasons. Finding the "true" germanic spirit and all that stuff.