Hi, I'd like to help you with your question.
Since you know this woman, is it plausible that she is in the military? She may have just gotten carried away with her story and wanted to impress you by adding the 9/11 information.
However, if she is not in the military, there are three possibilities for why she was telling you this.
One, she is very insecure and wanted to make you feel she was someone important. Some people feel so bad about themselves that they learn to make up stories to impress others so they don't have to feel bad about the truth.
Two, this woman is a compulsive liar. She may have a personality flaw that causes her to lie about most everything. This usually needs addressed by a professional, if the person is willing to get help for it.
Third, she may have a mental health disorder that includes symptoms of delusions. Schizophrenia is in this category, though it is impossible for anyone to tell if this woman has such a disorder without a full mental health evaluation by a mental health therapist or psychiatrist.
Given that she told you this in confidence and she was a client of yours, you most likely should keep it to yourself. This woman is an adult so she is old enough to deal with the consequences of her behavior. And if she does have a disorder, her family is most likely aware of it.
The only time you should be concerned is when someone tells you they intend to hurt themselves or someone else. If you ever hear someone say that, contact the family and police to get advice on how to handle it.
I hope this has helped you,