Boltzmann Brain
A brain forms from randomly moving particles. Wikipedia says:
The Boltzmann brain gained new relevance around 2002, when some cosmologists started to become concerned that, in many theories about the universe, human brains are vastly more likely to arise from random fluctuations; this leads to the conclusion that, statistically, humans are likely to be wrong about their memories of the past and in fact are Boltzmann brains.