There are words suggesting the supernatural all through the story. Here are few examples:
As Goodman Brown enters the forest, there is darkness and gloom everywhere, and it is as though Brown might be "passing through an unseen multitude," suggesting some supernatural and invisible beings are lurking (736).
When Goodman meets the man whom he intends to meet, the man has a staff, "which bore the likeness of a great black snake"(737).
Goodman and his companion encounter a woman from the village a page later, who exclaims, "The devil!" (738).
There are many such passages in the story, and this should be enough to give anyone an idea about the kinds of words Hawthorne uses to make the reader think that the story is a supernatural one.