This happens ALL the time with me and my cousin and me and SIL.
My cousin and I are both named for my Bubby (Jewish Grandmother). For some reason, every time something happens she calls me to see what's up, when I was literally dialing her. Or I'll be thinking of something random and she'll call me and tell me she just did something that was related to what I was thinking about (like getting your eyebrows done). VERY WEIRD!
My SIL and I go through the same thing. She'll ask what my plans are for that night and I'll tell her 'O, we have to do some food shopping and I need to get us new toothbrushes' and she'll tell me 'OMG! I was just at the store and they were on sale, I bought you guys 2!' We have a thing when we are together and with people who don't like. We always look at each other and will say 'please stop thinking, I can't hear myself'.