A strange group of ghosts plague the grave yard, only seen under the light of the full moon and known to drive most men mad that hear their gibbering speech.
(A simple plug in side-quest with a twist, that is left a little generalized to fit in with any fantasy campaign with minimal prep work by a gm.)
If you want to add a "supernatural" touch to your campaign, define the rules of magic and the universe. Make your players comfortable with those rules. Then your new supernatural creatures must then break those rules.