Self-delusion, fear, and hardline relgious beliefs can be a powerful combination. I know in my family, there's quite a few that claim to have "felt Jehovah's holy spirit in action", and one that even claims that a little giftshop item that a friend got for them on vacation let a demon into their house that shook their bed at night until they started throwing things away one at a time and "figured out" it was this gift.
Personally I've never felt or experienced anything supernatural or "spiritual". One of the things that always bothered me as a kid, and one of the many things that led me to never going back, was all the talk of things like "some JW's were trying to bring magazines into a country where the work is banned, but the angels made the soliders/police/whoever not see the Watchtowers". Or, JW's in a war-torn country have their Kingdumb Hall hit by a stray mortar or something, but the angels protected everyone and there were no injuries!
For every account like this, there's some JW that gets his by a drunk driver, gets jailed by the authorities, etc. I even remember being a punk teenage kid at the bookstudy when someone gave one of these rediculous stories. I raised my hand and asked the conductor why sometimes jehovah and the angels protect people and other times they're allowed to get killed. The conductor's answer? "Sounds like a good topic for personal study. We answer questions at the bookystudy, not ask them." Guess I was already mentally checking out by 15.
Maybe there are spirit creatures of some sort? I don't know. Science just in this last year discovered its first non-carbon life form here on earth. Modern string theory models mathematically account for upwards for 10 different dimensions (26 dimensions in one model), and we only effectively see 3. We're like a hundred years past the industrial age and still know relatively little about the universe around us. Who's not to say that there are living things in dimensions that we can't fully sense?
Sorry for rambling, but just, who knows what's really what? All I know is that there's no ancient flying Hebrew woman-hating serial killer god floating around right now dispatching his army of angels to protect and serve the members of this insane cult that I was raised in.