Alright, here I go. I'll be supplying two definitions here.
First, how the general public seems to interpret the word "supernatural":
1. Unexplained occurences.
2. Occurences that could be attributable to some non-scientific explanation (ie. religion, or even a new realm of pseudoscience created just for this purpose).
Now, how I would define the word, strictly breaking it down:
The "super" prefix implies these are events that either do not obey natural laws, or do not exist in nature. If we go by the former interpretation we have to define what natural laws are. Basically, it means that from a scientific interpretation, everything must obey some set of rules when boiled down far enough (including a god, ghosts, psychics, whatever). If we go with this, then something cannot exist which doesn't follow these rules, so the supernatural again doesn't actually exist. The term can be valid only in referring to pure fiction. As for claims of "supernatural" events, these must either be fictitious, mistaken, or better categorized as "unexplained."
The point of this subject is that society seems to be using terms such as "supernatural" and "UFO" as if they aren't, in fact, fictitious or unexplained, but a specific category of event on their own. For instance, when I mentioned UFOs, did you immediately think of alien spaceships, or unidentified flying objects? If you don't know what a flying object is, it must be a UFO, which is assumed to be an alien spaceship--at least until a government cover-up calls it a weather balloon or swamp gas.
So, why the hell is this stuff so common in our society? Why can't we accept not having an explanation, instead of "explaining" something as supernatural?