When people are goofy, they will think goofy things as well. But just because people are goofy and their ideas are goofy, does not logically mean all versions of those ideas are goofy. The one who looks at the goofy people who have goofy supernatural ideas, and thus concludes all supernatural ideas are goofy, is himself the most goofy. For it's always illogical to throw out the baby with the bathwater.
This universe is estimated to be about 200 billion light-years in size. That is, a elliptical cylinder (as it were) whose outermost perimeter (containing, for example, OQ172), is about that 'far away' from the universe's center. Now, think: we just can't be the only rational beings in so vast a universe. We just can't be the most advanced rational beings in so vast a universe. We just can't have gotten here on our own, and.. since animacy is always the larger dataset versus inanimacy.. there has to be a Creator.
So: now your task is to ferret out what makes sense about these superior beings. First: what we consider 'supernatural', would be merely natural, for them. So to them, their superior powers are nothing to gush about. An ant who could perceive me, would be awestruck. But I'm not awestruck at myself. Next, if there are superior beings with superior powers, then surely they know about us. So, do they interact, and do they want us to know? Are they benign, or bemused, or belittling? Well, logically, all of those attitudes would be present. We are that way with respect to those inferior to us, especially, toward those we consider inferior humans. So, surely some of these superior beings would enjoy harming us. Some, would not. Whoever the Creator is, well.. does this Creator want to harm or help us? Are we just pets, or.. what?
Notice, though, in all this analysis, you're now being logical, not illogical. Notice further that if some gal goes to a newspaper editor, and claims she saw the Virgin Mary in her cooking tortilla, well.. that's still goofy; a similar event actually happened in Texas a few years back, and do you know, some folks set up a shrine for that tortilla? It sure must stink, by now! So: you can still separate between goofy and non-goofy analysis/evidence, etc. yet not throw out the baby with the bathwater.
Bible explains what supernatural beings exist; why and how we relate or don't relate to them. So do other holy books. So do other people, many claiming 'visitation' from ghosts, aliens, etc. So you have a large body of witnesses to evaluate. To make the evaluative job easier, first tally in your own mind what must be the most logical answer: in short, craft a hypothesis, and then begin evaluating the data. Quicker process: if you believe in God, but aren't sure which God He is, start there, and ask Him to guide you. For the uppermost truth, is the most illuminating (i.e., of all lesser truths). Start always with God, and then your analysis with respect to lesser beings, will be more efficient and logical. For if God exists, all else must be corollary to His Character: the child's characteristics always reflect its parents (whether far-back parents, or latest parents, varies with genetic interaction over time).
Pretty much every 'big' story in life involves a warring. Each day is a kind of war, and the little things beat you up, or the big things do. So it should be logical to assume that, whatever these 'supernatural beings' are, they are also in some conflict. To what extent we hapless humans would be involved, well.. you'll have to analyze the sense of that. But notice how the answers keep on being that what we see is but a microcosm of what we don't see. So, instead of getting all excited (or bored) when hearing/reading about epic conspiracies, think: well, maybe it's just a big war in which we are a deliberate or accidental, part. World history is chock-full of conspiracies; even fuller, of goofy ideas about conspiracies. In short, some would be geniune, and some.. hallucinated. Your homework, is to decide among the facts you collect.