A "phantom limb" is the sensation that an amputated limb (or other body part) is still present. They can be distressing, especially when they're accompanied by pain in the "limb" which is not uncommon. The leading theory of why they happen is that the brain areas that used to receive sensations from the lost appendage respond to input "spilling over" from nearby brain regions. Anyway, a phantom limb is bad enough, but a paper just out reports on the case of a phantom finger that was never there in the first place. A woman, RN, was born with an abnormally short right arm; her right hand was also malformed, with a shortened thumb, no index finger, and immobile ring and middle fingers. Only the little finger was present and correct. At the age of 18, she then had the misfortune to suffer a car crash; the injuries meant that her right hand had to be amputated. She soon found herself experiencing a phantom hand - with all five fingers. Three of them felt like they were normal length; the "thumb" and "index finger" felt shorter than normal, but remember that the original hand had no index finger at all. RN also suffered from phantom pains and was distressed by the fact that the "hand" felt like it was bent into an impossible posture. Fortunately, the mirror box technique was able to set things right; while the phantom was still there, it was no longer painful, and all the fingers were the right length. This is a remarkable case. The authors of the paper, Paul McGeoch and V. S. Ramachandran (perhaps the best known phantom-limb expert) say that it could mean that we're born with an innate, hard-wired "body plan" in the brain, regardless of the way our body actually develops -

While RN’s phocomelic [abnormal] hand was present she did not experience any phantom sensations. Thus, although severely deformed, the mere presence of the hand was sufficient to inhibit the innate representation of her normal hand and prevent any phantom sensations from emerging, presumably from tactile, proprioceptive and visual feedback... the amputation of her hand appears to have disinhibited these suppressed finger representations in her sensory cortex and allowed the emergence of phantom fingers that had never existed in her actual hand.

They do consider alternative explanations though -

Clearly it is beholden on us to consider whether RN’s descriptions do not describe a genuine sensory experience, but rather are confabulatory in origin. We do not believe this to be the case, since if she were confabulating then it would seem unlikely that she should report that her phantom hand had five fingers, but that they were not all of normal length; if this were simply ‘wishful thinking’ then she would likely claim to have five normal length fingers. This appears a persuasive, although not definitive argument, against confabulation.

Seems like a fair assessment. I don't even know what you'd call the phantom "index finger". A pseudo-phantom? A phantom phantom?

McGeoch, P., and Ramachandran, V. (2012). The appearance of new phantom fingers post-amputation in a phocomelus Neurocase, 18 (2), 95-97 DOI: 10.1080/13554794.2011.556128