I believe it was Ms. Clue who was asking Michael after they captured him. She said "Walt was very special" and she was wondering if Michael had ever noticed anything strange about him. Like had he ever appeared in two places at once or appeared somewhere he shouldn't be, etc... She made it seem like it was something Walt should be able to do, and she just wanted to know if Michael had ever witnessed it.
Maybe she saw the Adversary in the form of someone else before that was still alive and just thought it was a special ability of that person.