I don't believe in anything supernatural. Everything that has existed, is existing, and will exist, is scientific. But not everything about the Universe has yet been scientifically explained by humans.
My attraction to Satanism has been its focus on the "here and now." I'm sure there are many things outside of human consciousness that exist, but I'd rather focus on what HAS been discovered, and forming logical conclusions on what else could possibly exist, with previous successful experiments being the guide towards the unknown.
Like the honorable Magister Nemo has stated, I believe "supernormal" is a better term to describe things that have not been currently explained.
That being said, I don't doubt that apparitions or "ghosts" exist - but I don't think they are conscious entities anymore. If they were, why would they be "hiding" all the time and not walking down Times Square? I think when a person dies, they leave a footprint of sorts on this world, and it can manifest and rise every once in a while.
Somewhere in the Doktor's work he wrote that this is particularly true if a person dies in a very tragic manner, like a violent death. The electrical waves of the brain might leave something behind in the scene.