good question!
Research indicates that people who believe in the paranormal tend to show a stronger bias when selecting the information they are exposed to and which fosters causal illusions, which could explain why they end up developing strange beliefs.
Illusions of causality occur when people develop the belief that there is a causal connection between two events that are actually unrelated.
Best way to describe it. If you want to believe in ghosts you won't listen to people like me who say they don't exist. But you will seek out people who say they can get in touch with ghosts or have seen them.
My neighbor thinks she has a special power to talk to the dead. I'm the only person who mocks her when she suggests it to me. Everyone else either believes her or acts like they do at least in front of me. I make fun.