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I've had plenty of "experiences" that were just illusions of some sort or other and became apparent by simply being calm and double-checking. Of course you can't do that if you're scared as hell. By no means can I say that's the case in whatever alleged experience, but I'm sure it accounts for many of those. Anyway it makes you think, if your first instinct has been proving wrong a few times, should you really trust it that much if eventually isn't?

Also, I believe this has a lot to do with predisposition. The more you believe the more likely you are to see/hear/feel it or think you did so, and the more that happens, the more you'll believe.