I would have to say that, if it happens, and we don't know where it comes from, then I would say that we don't know where it comes from. ;^)
Now if you then lead into speculation about gods, demons, the tooth fairy, or various visitors from some etherial plane of existence, then, as with betty boop's discussions of the immaterial aspects of consciousness, I simply see no way to discuss it because we cannot define any mutually meaningful terms.
While very eager to read bb's exercise in lingusitic commonality and hoping to have time to read and understand A-G's literature (and even to realistically comprehend Diamond's three criteria) let me then ask you this:
What if a thought came to you that it would be dishonest for you to say is from your own knowledge, and it informed you of demonstrable facts that you would not have any other way of knowing, and it also purported its source to you?