I've had a close friend once discuss something like this with me... She was trying to understand the bond between us, and then looked inside herself, to say she'd been to see a psychic and firmly believed we'd been sisters, or a mother/daughter set-up in a previous life.
It's quite hard for me to understand or believe, as i am a Christian.
But there you go - it's not that unique to have someone tell you about their previous lives