Do you have to pay for Deflect cost for Overzealous Fan?

Yes, you must pay the Deflect cost if you choose to target an enemy unit with Deflect using Overzealous Fan's ability.

Here's the sequence: When Overzealous Fan gains the Defender designation, its "When I defend" trigger goes on the chain. You choose the target (the attacking unit you want to move) at that time — and if that unit has Deflect, the Deflect cost is a mandatory additional cost you must pay right then to finalize the ability on the chain. The "kill me" portion is a cost-within-instruction paid on resolution, not the targeting step. If you can't or won't pay Deflect, you simply can't pick that unit as a target.