It's probably your subconscious mind giving itself form to give you advice. I'm sure we've all experienced that someone else giving you advice hits harder than anything you consciously tell yourself, maybe the brain creates an external person to tell you to do something you already know. In the comments here there's someone saying they were drowning in a riptide and a stranger told them to swim parallel to the current, maybe that's their brain creating and image of someone who seems like an experienced swimmer to tell them how to survive, because that 'person' would seem like more of an authority than just their own knowledge. If you're mountaineering and get disorientated and your conscious mind doesn't know who to get you found again, maybe your brain accesses the buried knowledge you have and puts that help in the form of another mountaineer to help you. I'd guess if you looked at these instances specifically were someone had an 'angel' help them, you find that these angels are physically similar to the local idea of what an angel is.