¿Esto suena natural? I believe that our brains may have the capacity to predict future, as I sometimes feel what occurs to me for the first time has already happened before. Since we are still not fully developed our bodies and understand our potentials, scenarios or dreams just like The Inception may emerge in real life continually. That's so-called Deja Vu.

These native speakers that don't know their own language...

I suggest the following:

I believe that our brains may have the capacity to predict *the* future, as I sometimes feel *that* what *is happening* to me for the first time has already happened before. Since we *have* still not fully developed our bodies and *understood* our *potential*, *events* or dreams just like *in* The Inception may *continually* emerge in real life. That's called *déjà vu*.

P. S. "to occur to somebody" means that they think of something. "It occurred to me that he forgot his keys." = "I suddenly thought about the fact that he forgot his keys."