You need to be able to make a repeatable observation under controled conditions in order to investigate.

Until you can, then it's just like claiming there's a teapot between Mars and Jupiter. It doesn't mean that the teapot doesn't exist, it means that you have no good reason to assume it does.  And where there are obvious, natural explanations for something, it is unreasonable to assume that a supernatural explanation is the answer.

If I see a golf bouncing down the fairway, and I can't see who hit it, it is not reasonable to assume that it was pushed by invisible fairies, it's more reasonable to assume that it was hit by someone because gold balls do move because people hit them.

If I hear voices in my head it is not reasonable to assume that some dead person is talking to me, it's more reasonable to assume that my brain is playing tricks on me, because people's brains do play tricks on them such that they hear voices in their heads.