The supernatural is real to the Salem townsfolk. They see evidence of God and evidence of the Devil everywhere. Yet nobody actually sees spirits -- though the girls claim they do. The play makes it clear that they are pretending. Their pretense may be a group psychological phenomenon, but in the world as the reader understands it, if there is a Devil, he’s not in Salem: there are only people – some good, some misled, some greedy, some jealous, some vengeful, some evil.
There are many moments in the play when Miller makes the people of Salem seem more stupid than was necessary for dramatic purposes.
Even though Rev. Hale starts out with a firm understanding of the supernatural, his knowledge is based on books. In Salem, he learns that there is evil, but it is not necessarily manifested in supernatural ways.