Beloved can be spooky, sure. But the spookiness carries more than just shock value. The supernatural elements of the novel—ghosts! risen babies! spells!—usually have to do with the past making itself known in the present. Especially when the present is looking like it's about to head off happily into the future.
Beloved isn't actually Sethe's daughter come back to life. Sethe's just projecting her past onto a poor, runaway slave who's suffering from amnesia.
Beloved returns from the dead because Sethe refuses to let go of the past.