“Everyone is in love with his own ideas”

Source: The Alchemist

Halliwell's Who's Who in the Movies (2001 ed.): Art. "Frederic Raphael", p. 363

Quoted in Robert Sobel's review of Past Imperfect: History According to the Movies edited by Mark C. Carnes.
Quoted in Timothy J. Penny, http://www.nationalreview.com/article/207925/facts-are-facts-timothy-j-penny, National Review September 4, 2003.
Ellen Hume, Tabloids, Talk Radio and the Future of News, part 4 http://www.ellenhume.com/articles/tabloids4.html ( TOC http://www.ellenhume.com/articles/tabloids_contents.html), 1995 cites this as something Moynihan said to a "1994 electoral opponent on WNBC in New York".
However, proceedings http://web.archive.org/web/20141031220947/http://www.intelligence.senate.gov/pdfs/96id_protection.pdf of a Senate Intelligence Committee in 1980 attribute the identical quote to James R. Schlesinger (at p. 110), possibly made during the course of 1973 Congressional testimony.
Also see Bernard Baruch, who said "Every man has a right to his own opinion, but no man has a right to be wrong in his facts." in the January 6, 1950 issue of the Deming (New Mexico) Headlight
See also this Barry Popik blog http://www.barrypopik.com/index.php/new_york_city/entry/everyone_is_entitled_to_his_own_opinion_but_not_his_own_facts for some etymological research into this quote and its variants.
Attributed
Variant: Everyone is entitled to their own opinions, but they are not entitled to their own facts.
Variant: You are entitled to your own opinion, but you are not entitled to your own facts.
Variant: You’re entitled to your own opinions. You’re not entitled to your own facts.

Remark (23 June 1972), as quoted in Transitions to a Heart Centered World : Through the Kundalini Yoga and Meditations of Yogi Bhajan (1988) by Guru Rattana and Ann M. Maxwell, p. 107
Context: Everyone is master of his own destiny. Those who do not know how to be commanded do not know how to command. Temptation is the law of Maya (illusion). One who can withstand it knows the law of life: assess your 1) stamina 2) potential 3) basic flexibility, and know where your emotions are.

Introductio ad prudentiam: Part II (1727), Gnomologia (1732)

As quoted in The Journal of Historical Review, Vol. 21 (2002) by the Institute for Historical Review, p. 2
Context: Everyone sees drama from his own perspective. My father was killed by a German mine, while I lost other relatives in Allied bombing attacks. The Second World War claimed tens of millions of victims. For some the most terrible aspect of it was the deportations, while for others it was the leveling bombings or the mass deaths by starvation and cold.

Source: The Alchemist