The thing with cases of a "Paranormal" nature is that many (if not most) can easily be proven as fake, whether it be due to tricks of the minds, drugs, hallucinations, etc.
However, there are multiple times where nearly none of the evidence can support either side. The reason? We, in nearly all incidents, never find enough and even if we were able to, our minds will become cynical in a sense or in other words, we simply don't want to believe. Why do we not believe? Well, we may never know why and even now we can still guess at it. Is it possibly the fact that many of our species are too persistent with the knowledge we have that we don't want to be proven wrong? I know I wouldn't.
And even then, how much evidence do we have that, theoretically, can prove things like this? For example, we'll start with mermaids. By all means, a species of humans, or even our ancestors, could have broken off from us and, over many years, evolved and adapted to the sea when the need arises. It's of course happened before. Polar bears had once merely been brown bears who, during a time where they lacked food, decided that by turning to the ocean, they could find what they needed. Obviously, it worked because after some time, they developed webbing on their front paws and can now hold their breath for minutes. Not to mention the fact that mermaids are one species spoken about in many cultures all over the world.
Nessie, she or they, could easily be a plesiosaur that somehow reached the loch and survived extinction, some mammals and many fish did. Bigfoot, easily neanderthals or some other early species that have not evolved or simply evolved in a different way than we did. Aliens, while they may not actually abduct people (though they vary well could), is something a bit harder to explain. I will ask this though. Do you really think we're the only ones in this universe? Ghosts... Well, I can't find a way to explain that way.
Remember though, even with all of what I just said. I could be completely wrong and everything is merely an optical illusion or something of the like.
Nonetheless, while I've never experienced anything like this (To my knowledge), I still hold a firm belief that there is something else out there that we cannot and may never be able to explain.