One reliable way to spot an odd word out in this kind of question is to check whether the words even belong to the same grammatical category, since words with different parts of speech often signal the mismatch before we look closely at meaning.
Three of the four words (overbearing, narcissistic, despotic) are adjectives that directly describe a domineering or self-important manner of behavior. Megalomania stands apart because it is a noun naming a psychological condition, not an adjective describing behavior.
Therefore, the correct answer is Megalomania.