As she drew near the fishing-house, she was surprised to hear the tones of an instrument, which were awakened by the hand of taste, and uttered a plaintive air, whose exquisite melody engaged all her attention. (1.1.23)
First of all, it's kind of gross to play someone else's lute. But here's the real question: why does Em just assume the music is otherworldly? Wouldn't you think it was just someone who found your lute and isn't a germaphobe?
[…] Father Denis frightened her sadly by saying, that it was music come to warn her of her child's death, and that music often came to houses where there was a dying person. (1.6.68)
Sounds like the worst concert of all time. But seriously, this is the only time that we hear the strange music explicitly linked with death.
[…] if we come to the corridor, about midnight, and look down into the hall, we shall certainly see it illuminated with a thousand lamps, and the fairies tripping in gay circles to the sound of delicious music […]. (2.5.52)
Em's totally in survivor mode at this point. She's not going to let herself think that the "delicious music" might actually be more sinister than something a fairy jams to.
"They do say, that the Signora has been seen, several times since, walking in the woods and about the castle in the night […]" (2.5.96)
Annette's got all the dirt about ghostly sightings and supernatural gossip from the servants' quarters. It's like Downton Abbey crossed with Supernatural.
Still no sound was heard, no living being seemed to inhabit the turret […]. (2.10.65)
Em's constantly torn between being afraid of living, breathing beings and the supernatural realm. It's like a game of tug-of-war on her palpitating heart.
"I am not superstitious," replied Montoni, "[…] though I know how to despise the commonplace sentences, which are frequently uttered against superstition." (3.8.118)
Well, someone's got his pants in a bunch. Montoni knows enough to give "spirits" enough room to do what they want. He's got enough enemies as it is.
[…] the pall moved again, and, in the next moment, the apparition of a human countenance rose above it. (4.4.31)
Shades of Ghostbusters! We would have been out of there when the pall moved the first time.
[…] they all assembled in the hall, and related stories of ghosts, till they feared to look around the room; started, if the echo of a closing door murmured along the passage, and refused to go singly to any part of the castle. (4.5.2)
Who doesn't love a good ghost story? Radcliffe may be gently poking fun at all of us, with our covers up to our chins and superstitions. It's hard to be productive when ghosts are lurking behind every door.
To prevent detection they had tried to have it believed, that the chateau was haunted […] (4.14.23)
At last, someone smart enough to play up the supernatural angle for gain. It's not like we didn't think of it ourselves.