Of what use is magical & fantastical thinking?

[This is an answer I supplied to a question in Yahoo Answers. I thought it was good enough to stand on its own as a separate blog entry.]

The very notion of the supernatural is self-contradictory. If something is supernatural, then it is "beyond nature." But if it can interact with us, with material beings and things, then it must itself be material & natural, a part of our universe. The only alternative would be a god who was completely removed from our universe, never interacting with it. But in that case, its existence becomes a moot point.

Since the first cavemen heard spooky wind blowing and attributed it to spirits, humans have had a bad and annoying tendency to engage in magical thinking, particularly whenever something happened that they couldn't explain. This creates all sorts of problems, especially later on when we ARE able to explain stuff, but the previous mystical belief has solidified into a religious belief that is nearly impossible to dispell, even with tons of evidence against it.

Humans believe all sorts of weird and irrational things. Why? Because WE WANT TO. One of the unfortunate signs that we are still a primitive species is that we have a hard time accepting that our wishful thinking is indeed fantasy and not reality. In the TV show "The X-Files," Fox Mulder had this poster up in his office. It's a picture of a flying saucer with the caption, "I Want To Believe." That sentiment is one of our most self-destructive ideas, and has done more than just about any other idea to retard the process and the maturity of the human species.

Is it really such a cruel, unbearable world if it is completely naturalistic, with nothing supernatural? Does nature brook no wonders of its own? What benefit is there in believing in stuff with no foundation in reality, no evidence to support it, no chance of passing objective scientific scrutiny?