I'm in the "I don't know" camp.
I've heard and read other people's experiences, but have never had anything 'weird' happen to me that I would classify as 'supernatural'. By what definition of "supernatural" I still don't know either. There are several, I think.
My brother is freaked by movies such as The Grudge, White Noise, The Ring etc. I find them mildly amusing and not at all frightening. (ok, I did jump a couple times in Grudge, but at surprise, not fear. ok then...) The difference between my bro and I is that HE has had an experience with a Ouija board (he's not a jw, btw) that he defines as supernatural and something that definitely scared the crap out of him -- enough that he BELIEVES in the supernatural, therefore those types of movies are 'real', in a sense, to him. As are TV shows about the occult and spirits, documentaries about 'ghosts', books about things haunted and so on.
I'm a natural skeptic, made even worse by my recent escape from the bOrg, and believe that there is a rational, logical explanation for EVERYthing, even if at the time I have no idea what that explanation may be. ie: 'near death' experiences -- I figure they're just the brain chemistry going whacko and firing off some strange signals... signals that are manifested in visions of whatever the person has been taught, or believes, is 'what happens' at death. But that's just my 2c.
I find this thread very interesting as I've been pondering it myself...
~merfi