A million people 'believing' QAnon sounds like faulty extrapolation from Lizardman's Constant.
https://slatestarcodex.com/2013/04/12/noisy-poll-results-and...
https://slatestarcodex.com/2013/04/12/noisy-poll-results-and...
The basic premise - some 4chan shitposter happens to have Q-clearance - is entirely plausible. The fact that anyone can post anything as QAnon also gives plausible deniability for any claim that turns out false, while any claim vague enough to turn out true is taken as evidence.
Conspiracy thinking is extremely widespread and many conspiracy theories are widely believed, such as the JFK assassination, the fake moon landing, or "vaccines cause autism".
It's entirely possible that a secret service agent accidentally shot Kennedy, and they're on the record of saying so.
"We don't know" is not really a conspiracy theory. "We don't know, therefore X must have done it" is a conspiracy theory. Conspiracy thinking is the tendency to make these connections.