There are numerous examples of people having memories of another life, and upon investigating those memories it is found that the memories correspond to actual events in another person's life. There are even examples of people having memories and the name of a specific person who lived hundreds or even thousands of miles away. The reality is that there is only one mind, one consciousness, and it is the source of all creation. Call it whatever you wish, but there can be experienced a "something" that runs in, through, and around everything including thoughts and emotions. If this source is constantly changing from one state to another, or one thing to another, it isn't a big leap to believe that the source of our personal experience and consciousness doesn't change into a number of different forms we may not be consciously aware of.