"I'm a sister"

For quite awhile now, Janessa keeps saying that she is a sister. This continued a little while ago again where she was making sure I know that she is a sister. When she first started talking like this I kind of just thought nothing of it, but more and more she is saying this. She is also continually talking about her 'brother'. Again, when she first started talking about her brother we kind of shrugged it off. But now, she says things like "he's not here so we can't play" and "I miss my brother". We've never told her about Casey. We thought it would be best to wait until she's older to be able to understand. So to hear her talking like this is quite interesting. It's been well over a month now that she's been saying these things and we've noticed she's doing it more and more. One time she was crying and when asked what's wrong, she said she was sad. Asked why she was sad, she said she wanted to play with her brother. So we are wondering if she's got some 'divine' idea about her brother that she's never met. My heart hurts for her.