Make-believe is an expression that means "make yourself believe something that is not real or true."
So your understanding of this expression "asking sth. to make myself believe sth" is almost exactly correct, but you do not ask sth, you just believe sth.
Young children play games and make believe that they are something that they are not, like pretending to be a mother or pretending to be a movie star.
"I fill silly, asking for clarification of make-believe."
I FEEL silly, asking for clarification OF (the expression) make-believe.