I don't think you really need "help" with this. It's just that you two are good friends, and have gotten really close so that you are both on the same "wave length." You know each other so well, that you tend to know each others thought & feelings. That's not so unusual. I've seen this before, when people are very very close.
My best friend and I used to be like this too, as well as my late husband and I. We would finish each others' sentences all the time. When you know someone inside and out, that's bound to happen.
So there's nothing wrong and there's nothing that you need "help" with. It's really quite nice that you have a good friend where you're that close. I hope your friendship continues to be this close. You're very fortunate! Take care and good luck! Hugs, Lee