Since I can see preternatural stuff all my life
Ehr, Im not so sure about your world setting and what you want to go with it in your story. Idk what kind of supernatural characters you want to use to recommend something in specific.
My story is based on supernatural stuff (dead people, undead, angels, demons, undead, monsters, etc) and the conflict between the 2 worlds, the interacting or outcomes varies since both worlds have different rules.
First of all, you need to stablish the rules for each world (the natural and the supernatural) and the rules of how these interact (or are forbiden to interact). I assume you want to be the most loyal to certain cultures??? Then thers a lot to read tbh xD in mine I had to read a lot of history, religion, anthropology books and reduce the geographical areas where my ocs will be (so Im able to understand the culture of that region and not only copying a story/legend from taht place, etc). I even got a counselor for some of the topics I will talk about. Well thats my case.
But if you have a more free vision/idea, then you can have the premise that you know the supernatural world is a mystery (for you and most of people) so you can play with wtv your imagination takes you on and make a surprise of it for your characters (and us). You only have the control over your own natural world, and the supernatural keeps their rules you could make up with what you know so far.
From there, the moral/message thing... idk what message you want to bring to us. tbh
My personal experience is you dont play with the supernatural stuff, you have to respect it.