If you really feel the connection might be attributed to something metaphysical you should do some deep meditation, ask them to do the same. You can never truly be sure that you were connected, but you can always find evidence that allows you to believe this. Good luck in your endeavors!
Well, and I don't know too much about it myself, only from what another person has told me, as that person has found that second half. It's a theory and belief that, when a person dies, their soul becomes two people. Anyway, these two people are each other's halves. when they find each other, there is a special connection between the two of them that makes them really close. It's not a romantic connect, like what you would call soul mates, but something else. More like a brother/sister connection but on a much deeper and spiritual level. Paulo Coelho writes about his experience of this within his book "Elif". I tried doing some research on it, it's not easy to come by. That's the idea of them term Second Half.