I've had this experience on three different occasions with three different people, but it was generally always the same.
I was sitting with someone, but in a position where I could not see their face. I heard them say something and I responded to it. Each time they asked me why I had said what I said. I repeated to them what I had heard them say and ask didn't you just say that? They each said they hadn't said it but they were thinking it. Each time I told them that I had heard it. I literally did hear it with my ears as if it had been verbally spoken. Each time it freaked the person out because they thought I could read their minds or something. I got a kick out of it each time tho