''The Solipsist'' by Fredric Brown

Walter B. Jehovah, for whose name I make no apology since it really was his name, had been a solipsist all his life. A solipsist, in case you don't happen to know the word, is one who believes that he himself is the only thing that really exists, that other people and the universe in general exist only in his imagination, and that if he quit imagining them, they would cease to exist.
One day, Walter B. Jehovah became a practicing solipsist. Within a week, his wife had run away with another man, he'd lost his job as a shipping clerk and he had broken his leg chasing a black cat to keep it from crossing his path.
He decided, in a hospital, to end it all.
Looking out the window, staring up at the stars, he wished them out of existence, and they weren't there anymore. Then he wished all other people out of existence, and the hospital became strangely quiet, even for a hospital. Next the world, and he found himself suspended in a void. He got rid of his body quite easily and then took the final step of willing himself out of existence.
Nothing happened.
Strange, he thought, can there be a limit to solipsism?
"Yes," a voice said.
"Who are you??" Walter B. Jehovah asked.
"I am the one who created the universe which you have just willed out of existence. And now that you have taken my place"---there was a deep sigh---"I can finally cease my own existence, find oblivion, and let you take over."
"But---how can I cease to exist? That's what I'm trying to do, you know."
"Yes, I know," said the voice. "You must do it the same way I did. Create a universe. Wait until someone in it really believes what you believed and wills it out of existence. Then you can retire and let him take over. Good-bye now."
And the voice was gone. Walter B. Jehovah was alone in the void an there was only one thing he could do. He created the heaven and the earth.
It took him seven days.