I think that a lot of times when I know something is going to happen, it's nothing supernatural, but rather tiny little subconscious clues in the physical world that enter my "brain trust center" because they are tiny and subconscious -- things my conscious mind is too ultra-rational to process accurately.
Like a job interview, for instance. The small facial movements the interviewer makes, tiny details in his vocal tone, or offhand remarks that you don't quite 'catch' consciously, all can add up to your 'knowledge' one way or the other.
Or you just know that your friend Brunhilda in Nebraska is going to call, so you reach for the phone and whoa! she's calling you! Well, it so happened there was a national news item that day about school violence at your alma mater, where you and Brunhilda were roommates ten years ago. You don't register the connection consciously, but you suddenly feel the urge to connect with her. She gets the same urge. Magic! Or maybe not.
And maybe there is a supernatural thing going on sometimes, too. I don't think that's too likely, though.