Why we believe in supernatural things?

I don’t know why we believe in supernatural things. First reason - we live in the world where we are all watching movies with special effects and we see this monsters. So when we see something, it's easier for us to believe it. Looking from the other side, maybe we don’t want to think that everything that happens on the world is explainable and we make up theories to prove that world isn’t only science and there are things which nobody will explain. Maybe we want to make our lives more interesting.