No one questions the fact that William Shakespeare is a pure genius when it comes to creating immortal characters whose characteristics transcends those of the normal supernatural beings. Most students of literature agree that his use of the supernatural is not merely figments of his creative imagination.
They carried charms and mascots, found horror in spilling salt and
walking under ladders, and dreaded the thirteenth of Friday. They believed that all
supernatural elements were at work. The Elizabethans had always been susceptible to
belief in the supernatural. In the time of Shakespeare, there was a strong belief in the existence of the supernatural. Thus, the supernatural role is recurring in Shakespeare's two plays, Macbeth and A Midsummer Night’s Dream through the mystical forces of the ghost, prophecies, and magic spells which drive the development and resolution of the plot.
Content-wise, I think your introduction needs help in the middle. You need to focus these 2-3 sentences on the fact that belief in the supernatural was commonplace at this time. People explained natural phenomena, which we now explain through science, as being the cause of something supernatural. Witches were direct incarnations of evil. Prophesies were to be heeded. Ghosts came to give warnings or directions, or to seek revenge. These were commonly believed at this time. Shakespeare used these beliefs to add interest to his plays. Many of the uneducated masses who came to the plays were intrigued and highly entertained by these sights.
Otherwise, you need to change the tense of your verb to transcend from transcends!
My thought would be that if I were writing an essay on "supernatural" activity in Macbeth and A Midsummer Night's Dream, I'd focus on how these activities influenced the development of the plays themselves. Macbeth and his wife, Lady Macbeth, both "lose it," so to speak, she seeming to be unable to live with the consequences of her dishonorable deeds, and he, dying at the hands of Macduff, believing the Weird Sisters' messages that he had nothing to fear until "Birnam Wood goes to Dunsinane" or from "any man of woman born." The three witches (the Weird Sisters) were part of the supernatural brought into the play; brought into the play to advance the story.
The same can be said by the influence in the development of the storyline in A Midsummer Night's Dream. The fairies represent the supernatural. Titania's role is somewhat incidental, but Oberon, the king of the fairies (and really a good guy), causes good things (through the able assistance of Robin Goodfellow, his aide) to happen; good things that provided playgoers with the enormously happy ending, the most spactacular ending in all of Shakespeare's comedies, I think.
So, the supernatural may have been prevalent in Shakespeare's time, but he sure used his imagination well to play up the central themes in these classic plays, leading to the points he was trying to make with the plays through supernatural activity. If I were you, I'd go to www.abbreviatedshakespeare.com and review what's there on both of these plays. What you find there would help you get at least a "B," I would think!