Niles and Daphne have consulted a professional to determine if Daphne is, in fact, psychic. As an audience, however, we have ample evidence that she is. On first meeting Martin, she knew he'd been a policeman; she sensed that Frasier's gay boss had had a dispute with a former lover over opera records which caused him to suddenly sit down in shock (even Frasier witnessed that). She also had a vision of her "true love" (Niles) with a dragon, and as we saw, he had been given a dragon figure by Roz. Many other visions (usually comic) also support her claim.