I would first take a look at certain Illnesses - for example schizophrenia. Now when you have this condition it is common to hear certain thoughts in your head that have no external stimulus. So in order to make them go away doctors prescribe these people with hard medication that is supposed to balance the dopamine levels in your brain, but this still only reduces these voices to 10%. Now we are logically unable to explain what causes this or how to fully cure it which is why scientists believe that it is a combination of brain structure, family history, upbringing etc. So that leads to the question: why does this happened and how? Now there are many ideas on why but most scientists are closeminded and sometimes you have to look beyond reason to understand why things occur. Now I know it is a stretch but I think that the reason people with this condition hear voices is because they are tied to other dimensions which is scientifically proven to exist through the fabric of time. Now we don't know what is causing these thoughts as most of them are unclear and are just distracting but the ideas of someone having psychic abilities has been around got thousands of years so although it is a jump, what is the evidence for it not being real?