I've "experienced" things that I believed were direct messages to me. For example, I might have done something I shouldn't have (out of sheer stupidity). Then later on, I might be working on something and it goes completely wrong. I then think it was a direct message to me to remind me that I f***ed up earlier, and that what I'm getting is payback. It is a "deserved" punishment.

I think mine is more paranoia related, and it happens during hypo/mania.

I don't know if that's what you're talking about though.