When considering or investigating unusual claims, establishing the cause is the goal we try to reach. What caused this event?
Today we have thousands of self-styled “paranormal investigators” to help the public with such claims. Often, they attribute the cause as “paranormal”. But, what does it mean to attribute something to the “paranormal” or to be “paranormal”? Is it the same as “supernatural”?
The words paranormal and supernatural get thrown around a lot in skeptical circles, usually interchangeably. Though they have loose definitions that change over time and somewhat overlap, it’s pedantic fun to consider the distinction that can be made between the two. And, since I could rightly be called pedantic , here we go.
The root meaning of “paranormal” (coined around 1920) is “beside, above or beyond normal” . “Paranormal” is exclusionary – all that which is not normal. More precisely, we might say: extraordinary phenomena perceived to defy explanation or under current scientific understanding. It could be that we have not developed the technology or made the philosophical breakthrough to provide an explanation yet. Thus, what appears as paranormal could essentially one day become normal. 
Contrasted with paranormal is “supernatural”. To say something is supernatural is to designate that the phenomenon operates outside the existing laws of nature. They are miracles, a result of religious, occult (or magical) forces that are outside of the human realm. These forces don’t adhere to the rules, which can be waived at any time. Perhaps the entity decides not to be detectable. That screws up our predictive ability. We can’t test it, capture it or measure it. We just broke science. Our understanding stops if the explanation allows for supernatural entities to suspend natural laws on a whim. We end up with a form of “God did it.” Game over.
Paranormal events can appear to be supernatural but they don’t have to be, some unaccounted natural force can be attributed. “Supernatural” does away with natural laws altogether.
To throw another word in the mix, we have preternatural. It’s not used much anymore but it denotes a situation where the phenomenon appears outside the bounds of normal nature. It’s not divine, just extraordinary.
A better word to use for weird natural phenomena – like strange falls from the sky (frogs, fish, colored rain), mystery sounds and lights, odd weather phenomena, etc. (things that might also be called Fortean  or anomalistics) would be paranatural. Events seem beyond natural because they are rare, unusual and we can’t quite pinpoint how they happen, but we need not revoke natural laws to have them occur.
These words reflect the degree to which you want to go beyond empirical evidence (derived from or relating to experiment and observation). Paranatural –> paranormal/preternatural –> supernatural
Paranormal goes from narrow scope to everything weird you can think of
The miraculous or supernatural has always been the realm of otherworldly forces and entities. But, the paranormal has a more complicated etymology.
Twenty years ago, the most frequent use of “the paranormal” was to denote psychic powers or the concept of a “soul”. Those concepts didn’t align with scientific knowledge at the time (and still don’t) but if they eventually were established by science, they would be natural phenomena.
The term “paranormal” expanded in scope in the past few decades to include all mysterious phenomena seemingly shunned by orthodox scientific inquiry. This new usage has much to do with popular culture practices that co-opted the term to gather similarly peculiar topics under one rubric. Today, it can include everything that doesn’t seem normal or explainable: UFOs, hauntings, monster sightings, mysterious disappearances, anomalous natural phenomena, coincidences, as well as psi and psychics. The umbrella is large and inclusive. Because this happened, the study of paranormal topics became associated with pseudoscience. 
Jumping (or creeping) to fantastic explanations
While the study of these topics can be approached non-paranormally, they often are not, with proponents resorting to explanations outside the realm of what we know to be true.
Your everyday paranormal investigators  default to the position that the paranormal exists and if they can’t readily explain the event, it is paranormal. You can quickly see the fallacy here. How could they have possibly ruled out all normal explanations? They don’t have all the information about the event, they can’t test every hypothesis, and they can’t even imagine all the potential possibilities. The only intellectually honest conclusion in such a situation is “We don’t know.” But do they ever say that? No, instead, they say it’s “proof of the paranormal”, which is ridiculous.
Preternatural thinking is a slippery slope. If you attribute preternatural characteristics, to things like UFO crafts and cryptids, for example, you are going down the paranormal rabbit hole and are distracted from looking for solid down-to-earth explanations.
I noticed this form of special pleading occur when mystery investigators get frustrated that they can’t find a rational explanation . Let’s take sightings of mystery animals. An investigator hears many eyewitness stories about strange encounters but can never find a real animal that meets the description. The supposed creature must be stealthy to never be followed, rarely seen and can’t be caught. Preternatural (or supernatural) characteristics are invoked to explain the story – time-travel, shape-shifting, disappearance to another dimension. Perhaps the witness is manifesting the creature through their thought projections. We have no empirical evidence for such things happening in nature. When researchers resort to unsupported, fantastic explanations rather than reassessing the facts and reality of the manufactured entity, I call this paranormal or supernatural creep.
Jumping to or creeping towards a superparanormalnature-expialidocious conclusion means you have given up. It’s quick, easy, requires no more thought and usually feeds some faith-based belief.
A true scientist will never say, “This was due to supernatural causes,” or “This is proof of the paranormal.” Hopefully, now it’s clear why.
1. Pedantic: overly concerned with minute details or formalisms.
2. Baker and Nickell (1992) Missing Pieces, p. 53.
3. This is a longshot though. It implies that we will discover something like a ghost detector instrument or come up with a tested theory of ghosts. The subject is actually too complicated and consists of many phenomena (probably of very natural origin) so that the route from paranormal to normal very indirect. However, it may be applicable to the finding of, say, a weak psychic sense that some people develop more strongly than others. We have a long way to go to establish that though.
4. Named after Charles Fort who collected such reports.
5. Hines, Terence (2003) Pseudoscience and the Paranormal, 2nd Edition.
6. Notice they call themselves “paranormal investigators” which strongly suggests they already have bought into the idea that the paranormal exists. They don’t call themselves investigators into the claims of the paranormal, for example, which focuses on the claim without presuming the cause.
7. Or want to sell more books.