User blog comment:FairyRaven/Fairy Tail Chapter 372: Breach, Review and Commentary/@comment-7418318-20140221095739

Why is everyone already absolutely sure that this is really Zeref? Remember Zero just two chapters ago?

There are still three Demons who's curse we do not know, which just might turn out to be illusions or shape-shifting. And since we only saw Sayla's Macro curse from an outside perspective, it could even be that it's her that's messing with Natsu's head.

Also Zeref has enormous magic power and 400 years of experience, so it should be child's play for him to create a thought projection. If every single member of the old council could do it, surely Zeref can do it too.