Many think 'supernatural' simply means there's no known explanation for it -- yet. They use 'supernatural' the way some people speak of "the God of the Gaps", as a stopgap measure until somebody finds a reasonably-reasonable 'answer'.
Many others use 'supernatural' to describe just about anything that happens a little strangely. Some people are prone to superstition, syncretism, UFOs and lifestyle fictions (like in TV shows or movies), or need to have a handy place to fix the blame. Send in the supernatural, so they don't have to admit they don't know.
The Christian faith takes a different view of the supernatural. Material and supernatural realities are either fully continuous or have a bazillion contact points. The ancients described this combo as the 'seen and unseen'. God functions in both parts of this one real existence. The Bible testifies about a God that is hidden from the created world, behind all that exists and every aspect of our lives. The 'supernatural' is the side of that reality where God is hiding away from those on the 'natural' side. Yet, because God actually walked the material realm as a material being (Jesus), our material side of reality is moved by, blessed by, and rescued by the Divine. Jesus proved we can no longer speak of the 'supernatural' as a separate realm. Jesus gave the supernatural its meaning for our lives. The supernatural is another side of the same world as the one which operates according to the rules of physical being. The supernatural doesn't show, because it's not there to be part of a show.
PS: the word 'world' is intentionally used here, not 'earth'. "Earth" is a planet in the solar system of the Sun. It is most important to us because, aside from a few recently-launched chunks of metal, it holds all we are and have ever (to our knowledge) been. "World" signifies the realm of whatever part of material existence we take part in. Our wee little space programs are the first step in expanding our awareness to the entire rest of material existence. If Christianity is right, there is another side or angle to that part of the material realm, too -- maybe several. But we actually have to go out there and live in it and feel its pull on us to know what it is. And it would still be known only to those who are paying close attention and know what to look for. Just like on earth.
Unseen Beings, Unseen Worlds
The Holy Spirit isn't all there is to the unseen. The Scriptures testify to the existence of other spirit-beings, such as angels and demons. They live in the unseen realms the ancients usually called 'heaven' and 'hell', which are more accurately described as being "in" or "out" of God's direct presence. Christianity does not demand that you believe in angels, demons, heaven or hell, especially not the way it's portrayed by popular culture. We could exchange comments endlessly about the many different interpretations of the Bible's portrayals of the supernatural. Yet, the Bible's authors are trying to describe the indescribable. At its core, Christianity is not really about the specific design of the cosmos. It is about a relationship with God, and about God re-creating a single world where the unseen is finally free to be seen for what it really is. (Poets and songwriters instinctively know this.) God gave the Bible's many authors these insights and experiences to revealreal things about the different angles of a reality that right now includes both the seen and unseen. Thus we had best pay attention.
"There is another world, / but it is in this one."
---- William Butler Yeats
You can also find 'supernatural' in the dictionary, through means which are not at all supernatural.
What Does 'Spiritual' Mean?
spiritual, defined: regarding matters of the spirit(s) or related matters that are sacred.
More than ever before, 'spiritual' has become the word of choice for vague, foggy, and shrouded things with no rules, no substance, and really no definition. Anything that bears any amount of mystery is said to be 'spiritual'. Some people even lump the paranormal in with it. To them, ghosts and magic and ESP and vampires are somehow part of 'spirituality'. Web searches on 'spiritual' are less flaky but still cover a very wide range. The top ten include spiritual advisors, awakenings, poems, and healing. It's not just the world at large that loves using the term: many Christians speak way too glibly of 'spiritual' gifts, and disciplines, and worship, and fruits, and even 'spiritual' warfare.. They seek the spiritual meaning of words, but words don't work that way.
Be Christianly Spiritual
To Christians, spiritual refers to that which causes this world of 'stuff' or material to come alive, to move, to change or resist change, or to take action (even when the action taken is to choose not to take action). The spiritual realm is supernatural, an aspect of what underlies all that happens in the material world, including ourselves, including everyone else around us. The 'material' world is where the spiritual realm applies itself. This stuffly world is the meat and life-blood of the spiritual realm, and the spiritual is the life-force and thrust of the realm of substance. Thus, the two worlds are different angles of the same reality, not different or separate realities. The Kingdom that Jesus spoke of works in the same way: it came 2000 years ago when Jesus was born, it is here now through those who follow Him, and is coming in the future in its full form. The spiritual life (or soul-life) is lived in the material. And when it is completed, there will be no more mystery about how that can be.
One can be spiritual and not believe in Jesus as Christ. Such spirituality is to be treasured, and those who truly are that way are doing right by God. But it kind of misses the point: Christ was God's definitive act among humans. It's not that it does no good. It's a good beginning, it's just that without Christ, it has an incomplete or misdirected core to it. Spirituality, as important as it is, is not the key matter at hand; following Christ is.
the Nicene Creed
The Nicene Creed speaks of God the Father as "maker of all that is, seen and unseen". The unseen Spirit is the God of the unseen at work in the seen, causing change and giving direction within the realm of the seen, ever at work for the unseen world of the Kingdom. And in the end, the unseen and the seen will be brought together in a healed realm where the Spirit can at last be seen. Till then, it takes the eyes of faith to see the unseen. The Creed's speaking of the unseen is not a 'God-of-the-gaps' thing; it is rather a statement that there is more to existence than we can sense, and that the same Lord who rules what we know also rules what we don't. Thus there's no need to fear the unknown. (You probably will anyway.)
You can also look up the meaning of 'spiritual' in the dictionary.
For the mystical side of it, look at Wikipedia, but keep in mind that if your spirituality is not well-grounded, mysticism can lead you away from the truth, instead of deeper into it.
What Is Metaphysical?
definition: that which is beyond (< Greek meta ) what can be grasped by the senses (what the Greeks called physikos).
Other words for metaphysical: immaterial, asomatic, incorporeal, bodiless, and discarnate. Those terms are sometimes associated with the metaphysics of fringe religious groups.
The term 'metaphysical' originally comes from the ancient Greek philosopher Aristotle, for whom the metaphysical meant some form of theological philosophy. It means something else in today's world. The modern media often use 'metaphysical' to mean the same thing as 'spiritual' or even 'supernatural'. There's lots of overlap, but the words refer to different things. 'Spiritual' refers to the realm of spirits, especially one's own. The 'metaphysical' refers to that which underlies everything, of which spirits and the kingdom of God both belong, and how that realm works. Metaphysics is the study of such matters. Metaphysics is rooted in intangibles, that which can't be found by the physical senses, that which holds everything together like wood beams under a roof. In some ways, it is more like philosophy than religion. But 'metaphysical' hasn't (yet) suffered the same very self-ish turn that 'spiritual' has, nor the image of unrealness that 'supernatural' has.
Metaphysics deals with questions like, "what is real?", "what is important?" and "what is actually happening?" behind what we can sense? It's about ultimate mysteries, and so when people talk about the metaphysical realm, they often end up talking in circles or (worse) out of both sides of their mouth. We can't help it, really; we've used up our ability to describe the kind of awesome, mysterious happenings we're talking about. We're not clueless about the metaphysical, but we don't really know much about it. Since that's true, and since most everything can be explained (rightly or wrongly) without metaphysics, a growing part of the public simply discards any talk of anything metaphysical as something that doesn't exist.
For metaphysics to be meaningfully Christian, it must deal with, and be expressed in terms of, the stuff of the world we sense and touch and feel. To use the traditional Christian term, it must be "incarnated". The root of all-that-is, namely God, came to breathe, eat, walk, hurt, and die in this world, as Jesus of Nazareth. This is how God operates. If we are to follow God, then when we speak of what underlies this world, we must take it through the same path, expressing the metaphysical, and living it out, in ways which matter for and have impact on the material ('stuffly') world we live in. If God does it that way, so must we, or we are not following the way of Christ.
ethereal [ < Greek aithēr (upper air) ] lacking in material/stuff; outer-space-ish; otherworldly; lacking in definition or form. 'Ether' was how ancients described the lack of air in the highest level of the atmosphere. The thinnest-air analogy is taken from what they discovered at mountaintops - they (rightly) held there to be even less air far above the mountains.
Making something seem ethereal is a wonderful effect in music or drama. Electronic keyboards, medieval organs, and ancient wind instruments, effectively convey an ethereal feeling. Art sometimes uses an ethereal fogginess to make the viewer try harder to see what's there. Christians recognize and value the ethereal, but treasure and value far more when a spirituality that is otherwise ethereal takes form in the material world we live in -- when it is 'incarnated'.
Wandering through the ethereal mists?
You can check 'ethereal' in the dictionary.