Mohammed Ahmed believed he was the Mahdi because he had a space between his teeth. Good movies on this are Khartoum and The Four Feathers. Check out the old Colonel in The Four Feathers. He was the basis for Commander McBragg.
What I find terribly disturbing today is that the nut job leaders of Iran believe that they can bring about the coming of the Mahdi very soon. Apparently there is a belief among Muslims that the Mahdi will come after a great conflagration and unite the human race. They believe that he will literally bring order after a period of great chaos. Analysts believe that if Iran gets a bomb they may attempt to usher in this period of chaos by using it. Apparently Iran's Ahmadinejad believes that they can bring about the coming of the Mahdi by 2007.
The scary thing is that Christian's believe in the Mahdi too. We just call him the anti-Christ.
for the forum, here's a link to the IMDB site on the film about The Hadhi: