Science is a human exercise in making sense of that which exists through the use of reasoning and gathering evidence. The scientific process is generally agreed to be one of positing of a conjecture, gathering and analyzing evidence to test the conjecture, and then drawing a conclusion about the conjecture based upon that evidence. The nature of conclusion that can be drawn from this process has some limitations. Some limitations arise from the methods of gathering evidence. For example, if the evidence is gathered from a study on 100 people, there are limitations on how far any conclusions can be said to apply to other individuals outside those 100 people in the study. Yet, since testing every person is impossible and ridiculous, guidelines are developed from probability theory to make a prediction about how well the study results might apply to other individuals, and decisions are made based on that prediction. This prediction in reality is one that is rarely if ever testable - we do not have means to know if the prediction is right or wrong, but we must act on it anyway. Limitations arise due to the psychology of the scientific process as well - even scientists, trying to be objective, are more likely to report, publish and be swayed by evidence that conforms to their existing beliefs.
Limitations also arise due to the nature of evidence itself. Consider the example of planetary motion. Most people may laugh today at the idea that the Sun moves around the Earth instead of vice versa. Yet, it is not such an unreasonable idea given the evidence that most people understand and have access to even today let alone in the past. When a human looks to the sky, it certainly appears as if the Sun is rising in the East and setting in the West and thus moving around the Earth. And, if a person lives his life under such a belief, his quality of life or ability to function and thrive are unlikely to be affected. Yet today's world would not be as it is if we as a society still held such a belief. A person might think that the Sun's motion around the Earth is a "fact" because it seems so obviously true given the evidence. In reality, it is not a fact, but is instead a conception or explanation that humans constructed in order to make sense of that of which exists. At some point, people made some observations that are at dissonance with this "fact". Eventually, as more observations were made and more evidence was gathered, the preponderance of evidence no longer seemed to support the conception that the Sun moves around the Earth and so most people changed their conception to a new idea that does seem to be in accord with the evidence - the Earth revolves around the Sun. Yet, this construct is not conclusively proven "fact", either. That is, it is impossible to absolutely and completely be certain that there might not be some other explanation for what is observed or that some evidence in the future might not come to light that would again lead to a further revision of our conception of planetary motion. Even interplanetary travel and imaging is not 100% proof of our conception. One might say that it is extremely powerful evidence against the former conception, and the current conception is in accord with the evidence much better, but we do not know for sure that future evidence might not modify our conceptions even further.
Actually, we rather hope that there will be further revisions to our conceptions, because increased and refined sense-making of what exists tends to have benefits. As we learn more, we are able to do things such as send craft to other planets, treat diseases, and communicate with each other across vast distances nearly instantaneously. Science provides models, and models are very useful even if they might not ever be 100% correct, or even if we can never truly know just how correct they are. We do not prove things in science, per se. We make a decision to believe or adopt a certain model to explain things and operate by, given a preponderance of evidence one way or another.
Even outside of the realm of formal science, people constantly engage in the act of sense-making in order to function. If we see a shadow, we naturally seek an explanation for the shadow. Barring an "obvious" or "natural" explanation, we tend to make up explanations, such as an unseen person, or even a creature made of shadow, or a ghost. Once we adopt such a conception, whenever we see a similar shadow, we interpret it as evidence in support of what we believe, even if it might not really be evidence in favor. The shadow is just continuing to be whatever it is, but we are interpreting it as evidence in support of what we believe or have decided it is. This psychology extends well beyond the physical realm and plays into everything we do, such as politics. Once someone develops a political belief, such as "Obama is a good leader", he or she will interpret events as supporting that conception the vast majority of the time, while someone else with the belief "the Tea Party is right" will interpret the very same evidence in favor of his own belief. It will take extraordinary evidence to cause someone to change his established conception, and in some cases no matter the strength of evidence, he will not change. This kind of sense-making, although sometimes faulty, is key to our survival, because it allows us to make decisions such as avoiding something that sounds like the rattle of a rattlesnake even though we haven't actually seen the snake.
A skeptic is someone who demands a higher threshold of evidence than most people in order to firmly adopt a conception. A skeptic will look for alternative explanations for events, especially in cases when a "natural" explanation does not seem to be at hand. Just exactly what is "natural" and what isn't, however, is in itself a construct that is determined by many factors such as education, culture, history, personality, and more. Generally speaking, it is wise to be a skeptic and to demand a high threshold of evidence. This critical thinking improves the societal process of sense-making and can prevent victimization from intentional deception or misguidance. For example, skepticism and the scientific process has enabled us to learn that what people may be inclined to interpret as a paranormal ability for fortune-telling can be accomplished through skillful employment of flattery, double-headed statements, vagueness, interpreting body language and facial expressions, redirection, misdirection, and so on. Even someone who genuinely believes in his own ability to tell fortunes may subconsciously employ these techniques. Further, we have learned that so far, no tested example of fortune-telling could be shown to not be explainable by these means. Similarly, other paranormal phenomena such as out-of-body experiences, telekinesis, talking to the dead or spirits, seeing ghosts, hypnotism or mind control, and prophecy can be shown to have "natural" explanations, and no examples that could not be explained "naturally" have come to light in tested conditions. (If you have interest in this area, you might enjoy reading Paranormality by the famous British skeptic Richard Wiseman.)
Therefore, it seems perfectly reasonable to reject these phenomena as paranormal, but it must also be understood that science has no means of proving that every single instance of any of these phenomena can be explained "naturally". That is, just because 1000 instances of some type of event can be explained a certain way, one cannot know absolutely that the 1001st instance will be the same. However, we call it "likely" that the 1001st instance will be like the others and "reasonable" to adopt a construct or belief and behavior in accordance with the 1000 known instances.
As we have seen so far, all of our constructs, even those we typically consider "facts", are really things that we have simply decided to believe, usually based on interpretation of evidence of some kind. No construct or belief is proven or disproven by science or any other means, but its likeliness can in some cases be gauged and we are often comfortable saying evidence is so convincing as to enable us to reject certain ideas with a sense of "certainty". All of these constructs we develop constitute one kind of knowing. But, many people claim that there is another type of knowing, one that might be compared to one of recognition rather than one of learning. This second type of knowing, if it exists, is not so easily tested. This cognizance or recognition knowledge is cited in matters of religion such as the existence of God or the soul. Religious texts or scholars may say that people cognize God. But if one wants to test the existence of God or soul or life after death, no one has come up with a way to do so.
What we can do is test what people claim is evidence of any of these. If someone claims that an Out of Body Experience (OBE) is evidence of the soul, we can scientifically investigate OBEs to search for a "natural" explanation for them. And, we should not be surprised to find a "natural" explanation if we have the appropriate tools, conditions, and means to carry out appropriate tests. But, whatever results we get tell us nothing about the soul, but only about OBEs. If OBEs have a natural explanation, this does not prove or disprove the existence of the soul. And if OBEs do not have a natural explanation, this also does not prove or disprove the existence of the soul. Neither result provides any evidence either way about the soul, but may only serve to advise people that the phenomenon of OBEs does not prove the existence of soul (which could have been concluded without conducting the studies anyway.) But we must also say that the fact that OBEs may be naturally explained does not even prove that OBEs have nothing to do with the soul, either.
Muslims believe, according to the Qur'an, that God creates through His "wish" (mashiah). Some things or events are created directly, in which case the Qur'an uses first person singular "I" in describing the Conductor of the action. But generally, things or events are created through means or causes, and the Qur'an uses the plural "We" to indicate the Conductor. Thus, we expect what we observe in our existence to have explanations, to make sense, and to have natural causes, because that is the nature of their creation or existence. So, a Muslim should believe as skeptics do, that "paranormal" phenomena most likely have natural causes that we can gather evidence about and learn from and that can aid in our sense-making of the existence. We should not expect "paranormal" phenomena to prove the existence of things that fall into the realm of recognition knowledge rather than testable knowledge. Yet, the Qur'an is made of and speaks often of a large variety of ayahs, or signs, of things that fall into the recognition category. These signs aid in recognition and some people may interpret some of them as "evidence", but as we have already seen, science cannot speak to this one way or the other.
This is indeed a discomfiting situation for the particularly hard core skeptic, because his high standard of evidence that he prefers to operate by and which usually serves him exceedingly well is not functional or usable for decision making for recognition knowledge, if it is exists. Many atheists reject God and whatever else must be cognized rather than learned because they decide that if is untestable it cannot exist, or they mistakenly believe that tests involving "paranormal" phenomena disprove God if the results suggest "natural" explanations.
In conclusion, critical thinking and reasoning are essential tools of sense-making that advance society. The scientific process develops our understanding and level of functioning in this existence. However, not all types of questions can satisfactorily be answered through this method, even though many wish it were so. Every thing we think we "know" is really a decision to adopt a certain construct or belief. In every day life, people routinely adopt some constructs as "true" even though they are improbable in light of evidence, but skeptics tend to demand higher probability for certain constructs. In the case of the learning type of knowledge, scientific reasoning helps us choose useful constructs. In the case of recognition knowledge, ayahs or signs can guide what we believe but scientific process is of little use. If you believe in God, you know Him through recognition.