There's a theory about deja vu...

why do we think these things happened before?

Simple.

They did happen before, in our minds, as visions of the future. Because these are precognitions, we can't fit the material into our system of consciousness as it is now structured. This is basically supernatural stuff. We're seeing into the future but haven't learned how to process the experience. So it stays hidden until the precognition comes true, until we come face to face with the event. Now we are free to remember it, to experience it as familiar material.

Most of us have probably seen our own death but haven't known how to make the material surface.

Maybe when we die, the first thing we'll say is, "I know this feeling. I was here before."

that feeling you can only describe in French.

Maybe those are the fleeting moments of pure consciousness recognized, that are shelved away as false memory and illusions -