I tend to be skeptical when it comes to things beyond the mundane; however, I cannot rule out the possibility of things preternatural (not to be confused with supernatural). One cannot address the issue of the supernatural without bringing into it a lifetime of experience and fundamental beliefs. Certainly, those who are deeply religious generally approach the issue from a completely different angle than the atheist or agnostic. Being one who was brought up in a (moderate) religious environment, my world-view was shaped early on by many of its tenets.
There is a sense of awe or wonder that accompanies the supernatural, which is why I think it has its appeal both in real life and in fiction. The supernatural need not be frightening; but at the same time it might actually represent the ultimate fear (especially for those who believe in the concepts of Heaven and Hell).
Real-life, human evil, even on a grand scale, begins in the minds of mortals; therefore it's basically comprehensible to all of us. Each of us is in some fashion capable of being as depraved, perverted, violent, pathetic, morbid, murderous, twisted, and vile as any other, given the right set of conditions. (Cheery, n'est-ce pas?) Roger Collins himself said, to paraphrase, "Nothing a human being does can be shocking." I think that's largely true. The thing about human evil is that, to me, it's ugly, depressing, frustrating, infuriating, sickening, and all that. But is it frightening? Certainly on some levels it is--because of the tangible personal threat it represents. On the other hand, no other human being is any more or less mortal than I. On a one-to-one scale, it is difficult to be frightened on more than a physical level of another human; in the right set of circumstances, tables may even be turned. On a larger scale, such as war, the threat is amplified but is never any less comprehensible.
When a supernatural element is introduced into an equation, we add the possibility of something far greater (or worse) than ourselves. We add the possibility of the incomprehensible. In addition to possible fear, we now have a sense of awe that cannot be induced by any mere human threat--whether that threat be a knife in the back, a jetliner being used as a bomb, or a nuclear holocaust. Our views of the supernatural may be shaped by the matter of probabilties; in our lives we're far more likely to encounter evil at the hands of other humans than we are to deal with an extradimensional entity that might or might not mean us harm. The supernatural opens the way for a whole new arena of speculation, thus engaging our imaginations on a different level. In comparison, human evil is simply depressing.
Thus the appeal of supernatural in fiction, and when applicable, in real life. I tend to believe that there are certainly things in the universe that we cannot explain, and perhaps never will explain; they may be awesome or horrifying or glorious. Who can tell? As a writer, I find a greater and more enjoyable challenge in searching the realms of lesser probability and presenting them (hopefully) in such a way that, at least for a time, yeah, you believe it.
Just my two-pence worth. Or perhaps three.
