It's always damaging to believe in falsehoods. It causes irrational fears of non-existent things. This is extremely damaging to normal and healthy function. Delusions as a rule are unhealthy, and this is a type of delusion.
I don't think it is "dangerous" as is to most. It could be to some who already have a "screw" loose and are guided by it to perform dastardly deeds. Like a Son of Sam personality. Keeping it in perspective and accepting it as mere malarkey won't hurt.
Paranormal is something that is beyond the range of normal ,or scientific explanation: The bible can be considered the ultimate book on the paranormal,and tell's us about the unseen realm that surrounds us,with angels and demons that were here when Jesus walked on earth and still are, and how we inhabit demons through sin,and the bible also tell's us how to cast them out in using his name.Theres tons of evidence out there on possession and exorcisms performed,also tons of evidence of aliens covered up by our government for years now.
"For we are not fighting against people made of flesh and blood, but against persons without bodies ---the evil rulers of the unseen world, those mighty satanic beings and great evil princes of darkness who rule this world, and against huge numbers of wicked spirits in the spirit world."(Ephesians 6:12) Living Bible. "This great Dragon ----the ancient serpent called the devil, or Satan, the one deceiving the whole world---was thrown down onto the earth with all his army." (Revelation 12:9). Living Bible This answer is for the person that asked the question. Please research the Bible extensively as to What does the Bible really teach. It has the answers to people's questions.