As it's come up on one of my feeds, here I have an absolute classic for you:
Fredric Brown's 1954 short story Solipsist
Whilst he wrote novels, too, I always consider Fredric as one of the grand masters of the short - sometimes very short - story, frequently with an surprising twist to it that can turn an entire story on its head and forces the reader to start again. This is not one of those, but the twist is a classic.
For those not familiar with the term, Wikipedia provides the following definition for Solipsism:
from Latin solus, meaning 'alone', and ipse, meaning 'self', is the philosophical idea that only one's own mind is sure to exist. As an epistemological position, solipsism holds that knowledge of anything outside one's own mind is unsure; the external world and other minds cannot be known and might not exist outside the mind. As a metaphysical position, solipsism goes further to the conclusion that the world and other minds do not exist.