I have always been interested in things that are not well understood (or in the case of the paranormal, scarcely understood at all), whether that lies in things like cutting edge science such as superstring theory, or in things such as psychic phenomena. It is, in fact, one of my Aspergian obsessions, though my obsessions tend to cycle a lot in intensity, and I am most intensely interested in mathematics, drawing, and writing right now.
I do not have psychic ability significantly better than that of anyone else's, but it fascinates me nonetheless. Ironically, it is my unrelenting drive to fully understand the mechanizations of EVERYTHING (which usually would drive a person to thrive in what is more concretely known) that draws me to a field in which the mechanizations are totally unknown to me. It's not really paradoxical, but it seems like it on the surface, I guess.
One time, when I was doing homework and it was going slowly and I was getting bored, I heard a popping sound behind me. Then I turned around, and I saw the lampshade to the lamp behind me was swinging, knocked down from its place suspended above the lightbulb, the lightbulb exposed. Unaware of what had happened, I stared at it, looking to see if an animal like a mouse or something had knocked it down (there was a shelf next to it). I saw the lampshade jump above the lightbulb again, again making the popping noise, and at this point I was looking intently for any physical object to be causing this, but saw none.
It has been postulated that psychokinetic events such as the one I experienced above frequently are the result of stress or boredom, particularly with adolescents, perhaps to blow off steam or relieve boredom--well, it worked; as soon as I got done relating the story to my parents, I was no longer bored (especially since I am interested in these sorts of occurrences in the first place, it was particularly fascinating). I made a realization as to what I was having trouble with.
Who says psychic phenomena have to be scary? 
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"There are things you need not know of, though you live and die in vain,
There are souls more sick of pleasure than you are sick of pain"
--G. K. Chesterton, The Aristocrat