The supernatural is really things that are identified as improbable or impossible. The supernatural a relaxes our society because it presents us with control over something that we can not control. It defines why a particular act is happening when it makes no logical sense to us why it happened.
Supernatural beliefs are beliefs in things that do not and cannot exist to the best of scientific knowledge, but which appear real to believers. Examples are the belief in god, angels, daemons, reincarnation, ghosts, and mind-body dualism.