David, who shares three children with his wife Lisa - nine-year-old Leo, and four-year-old twins, Billy and Betty - said his son's comments regarding Diana became more and more accurate, even though they've never shared any details of the Princess or royal family with their children.
Billy is said to have kept insisting he was Diana, and mentioned the "sons" he had "as a Princess".
He also left his parents speechless when he accurately described the Royal Family's Balmoral residence to a Scottish friend who was visiting the family.
"To a Scottish friend of ours, he claimed when he was Princess Diana he used to go to a castle in that kilted wonderland. He described the castle as having 'unicorns on it' and was called Balmoral," David shared.
Spookily, the unicorn is a national animal of Scotland, and Balmoral is adorned with the mythical creatures.
Billy also insisted when he was the Princess, he used to have a brother called John, after the couple asked him who else was in his family.
David says he and Lisa were shocked when they went to Diana’s Wikipedia page.
"We turned pale. Diana’s infant brother John died a year before she was born," he said.
In perhaps the most eery of him comments, David shared that Billy had spoken of the moment he "stopped being a princess".
"Lisa showed him another photo of Diana, and Billy said: 'There's me as a princess. Then one day the sirens came and I wasn't a princess anymore,'" he wrote, referring to Diana's death after a Paris car crash in 1997.
"Could he actually be the reincarnated essence of the People’s Princess?" David ended his column.