I'm writing this if you're someone, like I am, someone who reads the reviews, but skips over those reviews with spoiler alerts.
The idea of how the girlfriend comes to find herself pregnant is definitely a stretch. But then again, if you were this girl, a girl who slept with one boyfriend, one time, and then found herself pregnant 4 years later with no explanation of how. You would try to rationalize the situation in every way you possible could. And yet, when nothing makes any real kind of sense, you'd then possibly look to the metaphysical for your answers, hence the title, "Strange But True."
Here's my tip, because there are few of us (the viewers) who aren't grasping all this story's twists. You need to pay attention, because the ideas presented by the other characters, and how they think she became pregnant can seem a bit confusing. Pay special attention to the scenes in the basement, and especially to the scene where the wife of the kindly older guardian-ish couple is confronting her husband about his cigarette stash, "etc."