Shakespeare used elements of the supernatural in many of his plays. In Shakespeare's day, belief in the supernatural, from witches and ghosts to goblins and fairies was common.
Without the ghost in Hamlet, we would not have a play. The ghost of Hamlet's dead father tells him that he did not die of natural causes but was murdered by Claudius, his brother and Hamlet's uncle, now step-father. As his son, it is his duty to avenge his father's death. One of Hamlet's dilemmas is whether or not to believe the ghost. It could be the devil come to tempt him into committing murder and thus lose his soul.
In A Midsummer Night's Dream, Shakespeare explores the world of Fairy Land ruled by the powerful Oberon, King of Fairies and Titania, Queen of the Fairies who are quarrelling. The result of their argument affects Fairy Land and the non magical world of ordinary human beings, several of whom find themselves in Fairy Land for a magical evening. It is only when they resolve their differences that balance is restored in both worlds.
Oberon and Puck, his assistant, encounter four young lovers. Oberon decides to magically help Helena and sends Puck to take care of it. But there is a series of mistaken identify and lovers. Ultimately, again through magic, the proper set of lovers are paired.
Titania, under a magic spell, "falls in love" with Bottom, one of the craftsmen who has come into the forest to rehearse a play. Puck, observing the rehearsal follows Bottom off stage and transforms his head into the head of an ass. In her own right, Titania shows her power in seducing the clueless Bottom.
The supernatural worlds of strange happenings and worlds of fantasy fascinate us today. The supernatural was good box office in Shakespeare's day, it still sell tickets today.