Things that are coincidental take place at the same time, but there isn't any connection. It's just chance — a coincidence.
Sometimes things seem connected because they happen at the same time, but they really aren't: they're just coincidental. A sports fan might have a lucky shirt he wears to bring his team luck. But, if his team wins, that's just coincidental. Shirts, unfortunately, don't influence game outcomes. Coincidental is the opposite of causal, which means one thing directly causing another to happen. When coincidental things happen — like a friend calls just when you were thinking of her — it's just luck or chance.