Add that to our general fears, superstitions and weariness of the dark. Sprinkle a pinch of lacking in understanding probabilities and critical thinking.There's an interesting book called Supersense by Bruce Hood that explains why people believe in the supernatural - including religion. Professor Hood is a distinguished academic specialising in neuroscience. He is currently Director of the Bristol Cognitive Development Centre at the University of Bristol. He has been a research fellow at Cambridge University, at UCL, a visiting scientist at MIT and a faculty professor at Harvard. He delivered the 2011 Christmas lecture to the Royal Society under the title meet your brain.
The book is written for the layman and is very entertaining as well as highly revealing. Essentially these beliefs are functions of our unconscious (which academia refers to as System 1) struggling to explain our environment to our consciousness (System2). We think of System 1 as intuitive in that it delivers messages to our consciousness - laden with emotions - without our being aware of where they come from and without any conscious effort. One of the interesting features of the relationship between conscious cognitive System2 and intuitive System 1 is that most people do not judge their intuitive feelings at all or at best very lightly. But we should, these messages aren't logical they are the result of thinking methods that evolved when we were hunter gatherers. We are taking heed of a more primitive method of thinking.