Lots of people like to imagine they are descended from Robert the Bruce, or William the COnqueror, or some other famous historical figure.
Most of us with a British background probably do have a significant person way, way back along our blood line. However (and this is my field of study), proving it is almost impossible. Compulsory records do not exist before the mid-19th century. Parish records of births, marriages and deaths are patchy. You would have to be lucky to prove a definite link and back it up with documentary evidence.
Clicking on hints on Ancestry trees created by other people is not proof.