If you sleep thirsty thinking only about water the better chance is for you to see an ocean in your dreams, if you sleep hungry thinking only about food the better chance is for you to see a 5 star cuisine in your dreams.
Anyhow this does not mean all dreams are our own creations, i normally maintain a dream journal and to be honest it seems to me like my own soul is speaking to me through some of the messages given in the dream. Unfortunately i cannot share them because it is personal.
Closest you can experience a ''supernatural'' is by taking your own dream journals (remember after you wake in about 10 secs you can forget 90% of the dream so keep the book next to your pillow). After couple of years just read the journal from page one to end and you might notice there is a message in it. It might remind duties that you missed on certain loved ones, it might remind how death would be like to a loved one or your own death, it might remind you desires etc.
Anyhow as a believer of God i strongly believe in the unseen world and i know people who have had experiences, but personally the closest i have had is ''my own dream journal and its pattern that makes sense''. I do protect myself from the demons (Djinns) because i know they can whisper and harm our thinking.
I believe it is the same kind thats know as demons (Djinns) that come in disguise as animals, alien forms, shadow men, dead relatives etc to trick or get attention of people in order to posses them or mislead them.
Sorry about this to atheists who are reading
it might sound weird for you guys