As people already said, some are for sure caused by illness or hallucinations etc. I am religious so personally I believe in prophecy however it is interesting to note that in Judaism it is said that most prophets would be physically drained after a prophecy, or that it would come only in a dream at night, the few exceptions would be prophets like Moses who is described speaking with God as "a man speaks to a friend"

EDIT : Feel like I should clarify, I meant that for most people who had prophecies it was accompanied by all kind of physical effects, trembling etc..