A lot of people seem to think that science has nothing to do with the so-called supernatural; even if events of the latter kind are true, they are sometimes considered to be outside the realm of science. Let me explain why this is wrong, hopefully by giving further insight into the concepts of science and supernatural.
Nature = the Universe = everything that exists everywhere ever.
Science = the study of the Universe.
This way, 'supernatural' is an oxymoron. By this definition, there cannot be anything that is beyond, outside, or above (super) the whole of Nature. Sometimes I see somebody trying to draw a line between human culture and the rest of nature, which I think is utterly pointless. Would it mean humans are supernatural beings? What about other intelligent species?
So, there is nothing literally supernatural but judging from the use of that word, it could mean something. I like to think of it in terms of two possibilities. When an event is called supernatural, it means
Option 1 might be called 'superscientific event'. It's probably the most important reason for doing science in the first place! Since we know that our scientific theories are not complete, we should expect to encounter some phenomena that are outside our current understanding. And they will hopefully help us develop our theories into something that better describes nature.
Option 2 can be even more interesting. It's equally real as 1, because it's an event that takes place within the subject's mind, even if other observers cannot directly verify it. It's also something quite scary, because it opens up the possibility that there is nothing there except your own mind.
UFO = unidentified flying object. It doesn't imply anything more than that. For some primitive tribe, an F-18 fighter could be a genuine UFO.
I really shouldn't be writing about extraterrestrials here, because there's nothing inherently supernatural about them either, but I sometimes get the impression that they are lumped together with some New Age mysticism and telepathy and stuff, by some totally unscientific people. Anyway. It's a possibility, a rather fascinating one though, that extraterrestial intelligent beings will some day arrive on Earth using technology we could well understand. There might be tons of reasons why we haven't developed the technology needed for interstellar trekking, but the basic science is probably here already.
I think that some people, when faced with strange events they cannot understand, are scared and refuse to believe what they see. They will call the event supernatural, and crawl deeper into their closed shell of comfort. However, when a scientifically minded person faces something like that, they see a fascinating possibility for advancing our understanding. They will not call it supernatural. They will accept that they have to expand their idea of nature to accommodate this novelty. In the process they will also have expanded their mind and gained metric shitloads of Metta and Mindfulness. :-)