Nobody thinks they are evil. Just like how most people (in America at least) believe themselves to have above-average intelligence. And I've never met anyone who didn't think that they were funny.

The thing about evil is that it is poorly-represented in film and TV. It's highly unlikely that any person will act with the mission of destroying the world. And nobody is 100% evil all the time. I'm sure even Hitler had some non-evil moments with friends and family. 

So what constitutes "evil"... my conceptualization posits that evil exists when people put their own personal ambitions and goals before everything else. When they are motivated by power or greed to the point that they are willing to justify any terrible deed, and they do so without remourse. 

And as Norm MacDonald explained, that means there was actually a dog who thought Hitler was the greatest person in the world.  Probably loved him some Hitler.