Magic and the supernatural is a major theme in The Tempest, as King Alonso makes clear:
This is as strange a maze as e'er men trod;
And there is in this business more than nature
Was ever conduct of: some oracle
Must rectify our knowledge. (Act I, Scene v)
Another important theme, closely related to magic, is illusion and reality. The characters consistently mistake the illusory for reality: Ferdinand and Miranda each think the other is a supernatural being; Caliban thinks Stephano is God; and when Prospero reveals himself to Alonso, Alonso does not know if what he sees is real.
Whe'er thou beest he or no,
Or some enchanted trifle to abuse me,
As late I have been, I do not know. (Act V, Scene i)
Shakespeare also raises the question about how Prospero's story relates to reality, which encouraged a sort of metacognition in theater-goers. Parts of the play are Prospero's representation of events. And, obviously, Caliban raises the issue of civilization versus savagery, very current as Europeans explored the world. Shakespeare seems to take a view contrary to the "noble savage" construct espoused by Montaigne in "On Cannibals." Caliban is the only representative of the inhabitants of the island, and he is a monster, or in Prospero's words, a "hag-seed," "demi-devil," and a "born devil." It should come as no surprise that Europeans described many peoples in lands they explored along similar lines.