I used to work in a pub and one night they had a 'medium night'. I was pregnant with dd but you couldn't tell, and I was due to have my 20wk scan the next day. At the end of the night she told me that I was having a girl I know there're only two options with a baby, but no one at all knew that I was pregnant.
Now this is a real classic and demonstrates clearly how the con works (that's not Psychic Sally she's talking about, just some other fraudster).
Firstly, I'm a man - and therefore not worldly wise in these matters, but if I saw someone who was 20 weeks pregnant, I'd be saying to myself "I wonder is she pregnant." Of course, I'd never say anything, she might just have a beer belly.
Look at this picture:
The third picture is 20 weeks - seriously, you wouldn't notice?
Granted, the comment says "you couldn't tell". I accept that, but if I was a woman and my job depended on picking up on such things - I'd know. Midwives can tell, mothers can tell - fathers not so much. (There are other hints - firstly, she's probably not drinking and second, even early stage pregnant women, once they know they are pregnant, tend to cradle their bellies in a protective way).
Second, and this is the big thing that the "psychic" con relies on, is "Confirmation Bias". This medium needs to get two things right: that a slightly pregnant looking woman is actually pregnant, and that it's a girl.
If she's right this it's: "OMG! That medium said I was pregnant and nobody knew - and she was right about the sex." Story is retold, many are converted.
If she's wrong - will any one say: "I went to a medium 5 months ago but she said it would be a boy."
And what if she's wrong about the pregnancy.
"No, I'm not pregnant," says the not-mum-to-be.
"I think you'll find you are," says the medium.
Again, if she's wrong no one will give it a second thought - it's no big deal, just a laugh down the pub. If she's right, everyone will shout it from the roof tops. (Remember as well, that the deck is stacked already because the "medium" can probably tell anyway.)
That's confirmation bias, that's how the con works and that's how it has worked for thousands of years. And as long as people keep falling for it, it will keep on working.