"Ulalume" is full of spooky stuff. It's crawling with ghouls and goddesses. The speaker's soul is also outside of the speaker's body. Some of this might be metaphorical, and we'll talk about that in "Quotes," but at first glance it all looks pretty supernatural to us.
Instead of presenting a coherent spiritual philosophy, the poem gives us a jumble of magical characters and events. This is consistent with the disorienting feeling conveyed elsewhere in the poem.
"Ulalume" is much more about the speaker's feelings than it is about the outside world. All of his encounters with the supernatural could easily be produced by his imagination, so they reflect his mental state more than any external reality.