Austrian physicist and philosopher Ludwig Boltzmann (1844-1906) noted that there was an apparent paradox regarding the second law of thermodynamics. If the entropy of a closed system always increases, then the entropy in our universe (which is by definition a closed system) should be fairly high, and more specifically, should be higher than it was in the past. However, we appear to be highly organized beings living in a highly organized world, and it appears that this world, and our own minds, have been generally increasing in organization and complexity over the last few billion years.
Boltzmann suggested that the solution was that even highly entropic systems could show highly organized areas through sheer chance; the inhabitants of Earth are highly improbable, but the universe is large, there's a lot of time to work with, and there's always the anthropic principle working for us.
Others decided to go in another direction. The term Boltzmann brain was popularized in a 2004 paper by Andreas Albrecht and Lorenzo Sorbo, who noted that while the emergence of any sort of human-like consciousness is extremely unlikely, Earth as observed is really very unbelievably unlikely. If you wanted to look for something a bit more likely, an isolated, brain-like object spontaneously coalescing out of the random fluctuations of a highly entropic universe would fit the bill. And the fact that you believe that you are living on Earth seems to indicate a non-zero chance that it would hallucinate that it was a person living on Earth.
As cosmologist Sean Carroll puts it, "...the overwhelming majority of intelligences in this multiverse will be lonely, disembodied brains, who fluctuate gradually out of the surrounding chaos and then gradually dissolve back into it."
Of course, he's wrong. I have a marvelous imagination, and I'm not lonely at all.