What's a good question to ask (as well as a thesis) related to the supernatural in Hamlet & A Midsummer Night's Dream?
In considering the supernatural in Hamlet and in A Midsummer Night's Dream, you will want to find some common thread that runs through the element of the supernatural in both plays. Consider, for instance, how the supernatural world interferes with the natural world. In Hamlet, for instance, it is the appearance of the ghost of his father, the murdered king, which ignites Hamlet's terrible melancholy and the change in his relationships with his mother, Gertrude, as well as his friends Rosencrantz and Guildenstern, and his love Ophelia.
Likewise, in the comedic A Midsummer Night's Dream, the supernatural, the world of the fairies, initiates some hilarious consequences from the appearance of the humans in the forest. Nevertheless, the fairies assist in making life more orderly for the humans. So, consider what part the supernatural plays in Shakespeare's comedy and in the tragedy Hamlet and find some common denominators that you can write about.