Did she just disappear?

So I was walking home one day (on Monday or Tuesday I think it was), thinking about the conversation I had with this one person. To tell you the truth, I was in this "deep-thinking" kind of mode although the conversation I was thinking about was absolutely meaningless. I was looking in front of me and I saw this woman standing on the side of the pavement. I didn't pay much attention to that until the next moment I realised that she had disappeared! But since I was in "deep-thinking" mode I didn't pay much attention to that either and carried on as if nothing has happened.