I think there are at least two main reasons: 1. It functions as a coping mechanism for emotional distress. For example: If you are particularly attached to a person and that person dies, the grief can be overwhelming. If you believe that the person is now a ghost who follows you everywhere, it might assuage some of that grief. 2. Learning through association. For example - if you see a colleague walk under a ladder and someone on the ladder dropped something on top of their head, you might be prone to associate walking under a ladder with bad luck. This makes logical sense. However, some people might make the correct conclusion illogically, or make an outright wrong conclusion using the same fallacy, for example, every time it rains, they see their neighbour wearing a rainjacket, therefore believing that their naighbour can make it rain by donning the rainjacket. (This is an example of correlation of things without understanding the cause-effect relationship correctly) Or maybe every time you see a black cat, someone either falls ill or is involved in a mishap, so that the black cat is thought of as a bad omen, even if it is an unrelated coincidence, because our brains are always looking for patterns.