What you describe is very common. Almost everyone will say they have experienced occasions when they think of someone, or something like a movie or song, and within a short time that person or thing will manifest. All humans have an ability to 'tune in' or to attract something - it's often referred to as Law of Attraction.
When you control your dreams it's called 'lucid dreaming'. Deja vu is the feeling that you have been to a certain place before or have had this exact conversation before. It's like a memory in the present. Again, it's very common and probably due to the fact that time is very fluid.