The Psychology of Believing
The interesting aspect of this experiment is that the event of being lost in the mall did not happen. Even after the interviewer admits the event was made up, the woman insists that it did and describes how real the memory is. Twenty to thirty percent of the interviewees had false memories successfully planted.
There are dozens of such experiments having similar outcomes. This one can be found at http://webfiles.uci.edu/eloftus/LoftusBernsteinInHealy05.pdf
Dreaming
When we dream and our eyes are closed, we still "see" our world. The brain uses the same basic model of the world we use to experience our reality. It is this model the brain uses to run us through any of our past experiences. The brain can use the model to invent novel experiences to entertain us and dredge up our fears to create nightmares. The brain may incorporate all the sensory input we are familiar with and/or alter the sensory input to give us a unique experience in the dream world.
Usually we are passive in dreaming, viewing whatever the brain offers. With or without practice, it is possible to view dreams as a third party and/or consciously change the content of the dream and behavior of ourselves and other participants as we view the dream events. This type of dreaming is called "Lucid Dreaming". People unfamiliar with dream states may report such an event as an Out Of Body (OBE) experience.
A lucid dream can result in our thinking we are awake. We can, with practice, recognize and consciously control these phenomena while clinically asleep. Most often people are not practiced and will report coming awake and experiencing some psychic or supernatural phenomena, to include the receiving of "God's instruction". This same thing can happen in prayer, meditation, or what we call daydreaming.
Somehow, someone saying "I dreamed this up." doesn't lend the same importance to their words if we can be convinced they were awake when it happened.
Pattern Recognition
The brain is a powerful pattern recognition machine. It functions with neural networks that provide for itself positive feedback based on the finding and matching of patterns. This ability was/is part of the survival of our species (other creatures function similarly). Pattern recognition includes recognizing other people, everything in our environment, and being able to identify changes.
The brain, it seems, must identify patterns and match them with known objects or events. That is why we can identify things of the Earth in clouds, light rays, splashes of paint, dirty windows, or even toasted bread. Of course, humans are most interested in other humans, so it is little wonder religious humans see religious icons almost anywhere.
A couple of references for further reading: http://www.msnbc.msn.com/id/6511148 and http://www.visionsofjesuschrist.com/weeping155.htm
Coincidences
The brain's propensity for pattern recognition also translates into identifying coincidences as patterns of events. The brain seeks to correlate the billions and billions of specks, cells, and objects into one grand theme for our pleasure and, probably, our survival. As this takes place, it would hardly be surprising that some of those happenings will be quite unusual and seemingly one-of-a-kind. But, as Terry Pratchett said in his Flatworld novels, "Million to one chances happen nine times out of ten."
If we believe the number 13 is somehow special, the brain is happy to deliver correlations and patterns of 13 to as many of our experiences as we want. The brain is very adept at giving us the sensory experience of the world we want.
The brain deliberately tries to fit all unknown sensory data into the slots it has learned that make up our model of our world. It is obvious, then, that the more we learn and know, the more closely our brain will be able to deliver a world experience aligned with reality. For example, if we have identified a moan as indicative of pain, every time we hear a moan the brain will give us the emotional response to potential danger of pain. Likewise, we get an emotional response if we identify a moan with pleasure. If we know a moan can mean either, the brain will await further instruction before deciding.
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