Before our wedding, a mikvah lady learned that my wife was marrying me -- a convert to Judaism. Her response was that I must represent a "farblondzshet neshama" (a confused or a lost Jewish soul). She said that someone in my family tree must have been a Jew who converted out and now his soul wants to return. In fact, I descend from a Jewish man who immigrated to the American colonies in the 18th century. What is the Jewish source, if any, for the thought that a Jewish neshama can return in a descendant's body and convince the descendant to convert to Judaism?
In a Teshuva of the Maharam MiRottenberg (#19) he writes that the angel in charge of conception chooses souls from a chamber (that needs to be emptied before Moshiach can come) to place in the womb. Sometimes the angel makes a mistake and puts a Jewish soul in a non-Jewish mother, and sometimes the inverse. The Jewish soul goes on to become a convert to Judaism, and the non-Jewish soul goes on to convert out of the Jewish religion.
The Chida in מדבר קדמות speaks about the terminology of גר שנתגייר - a convert who converts (not a non-Jew who converts) and says that this soul was at Mt. Sinai at the giving of the Torah, and it just took a while for it to find its way to the Jewish people.
So the idea isn't precisely that there was necessarily a Jewish ancestor (although that might have been the cause for the situation). I don't remember where, but I saw this connected to the idea that Hashem offered the Torah to all the nations who refused. Each nation as a whole refused, but certain individuals agreed, and their souls were the ones at Mt. Sinai.
Here footnote 72 quotes the two sources for the idea.
I'm told the Kabbalistic explanation is that a convert is a Jewish soul born into a non-Jewish body looking for its way home.
Nu. If it works for you, fine. If it doesn't, that's fine too.