In reply to Pesda potato and others:
I don´t think the thread has gone that far off topic. What unites several of the anecdotes is that we are not fully and at all levels synchronously aware of what our brain does. Sensory input, cognitive processing activity, and many other processes compete for processing power, and some things are delayed before they are let through to a higher (i.e., conscious level), or even screened out completely. Screening out stuff keeps us sane, but delays can confuse our perception of the temporal order of events.
A simple experimental demonstration of the competition phenomenon is that many people will fail noticing something obvious in their field of view if they are told to focus on a different, sufficiently complex task. The classic experiment is to have two teams of players passing balls. The experimental subjects are told they will be asked how many passes one of the teams completed. Instead, they are asked whether they saw something unusual. In some setups, as many as half of the observers will have missed a gorilla walking across the playing field, even if it stops and waves at the camera. This never happens with experimental subjects just casually watching the scene.
As for the temporal order, I was just recently sitting on the lawn in front of my institute talking to a colleague, when some thought of a four leafed clover leaf popped into my head. When I stopped the disucssion and looked, one was right in my field of view. Clearly, my eyes had seen this clover leaf, my visual system had processed it, my memory identified it as something notable, but had failed to get through. When I searched and found the clover leaf, this certainly was for the second time.
Similar phenomena probably account for most of the anecdotes in this thread, e.g. the kite or cinema seat situation.
Importantly, competition and temporal delays also apply to internal processes of our brains. Abstract thoughts are processed in terms of language, therefore will use the processing system of your brain´s speech centres. The conscious layers of your brain need not be involved. If and when the underlying thought process is sufficiently formed and deemed worthy of attention, or the filtering is relaxed by the higher layers in hierarchy because some other processes drop out, you may become conscious of such lower level processes. Depending on which part of the brain gets access first this may use channels that are otherwise used to give you feedback on your own speech, which you will e.g. also use without actually speaking (or hearing!) when you subvocalize and silently read a text out to yourself, creating the impression of hearing your own thoughts.
In reality, though, it is our reptilian overlords sending thought waves to your brain that sometimes accidentally get deflected to your ears.
CB