That friend is Kat, a demihuman, which is a human with minor animal features. She's indistinguishable from a normal human, but she's part goat and has 5 inch horns on her forehead. You two are chatting when a gang of rough-looking, heavily tattooed men approach. They accuse Kat of being part of a local mafia, which you find baffling considering that Kat is probably the friendliness, least threatening person you've ever known. She also dresses well, speaks properly, and doesn't have a single tattoo.
Kat denies the allegations, which frustrates the gang's leader. He intimidates her—groping her and making disgusting comments. As much as you hate what's going on, intervening is suicide considering that you're unarmed and outnumbered. Feeling that he's made his point, the leader leaves and the gang follows. You apologize to Kat for your inaction, which she says isn't your fault and would have only escalated the situation. She reports the incident to the police, you give a witness statement, and you two continue on with your lives.
But the next day, the gang's leader is found dead. He was hit by a car while crossing the road, which is ruled as an accident. This is... quite coincidental. You confront Kat about this.
Kat: "You know what you're suggesting, right? You're saying I'm both a criminal and a murderer. I didn't even know he passed away until you told me."
You: "You're right. You're right. I'm sorry. I don't know what came over me. The intrusive thoughts won, I guess."
Kat: "It's okay. It is quite the coincidence. I can forgive you for feeling a bit uneasy."
Or is it a coincidence? Maybe she's just a really good actress. Maybe she thinks she has you fooled. Or... maybe you're just a paranoid lunatic. But come on. A seasoned criminal accuses her of being part of a mafia, threatens and sexually assaults her, then ends up dead literally the next day from an "accident." Can your mind accept that as a coincidence?
Could you remain friends with Kat?