Wow, sounds so much like the hallucination I had about a week ago...I was walking down the street and heard a male say "Hey!" right outside of my right ear and then a female say "Hey!" right outside my left ear. I looked around, and nobody was there. Either way though, I knew it had to be a hallucination because it was loud enough that the person would have had to be right beside me.

It's always unnerving to experience hallucinations - but it's good that you were able to recognize that it wasn't real. Hopefully there won't be any more.