You say "Crazy" like it's a BAD thing...
Silliness aside, there is the posibility all supernatural things are just stuff made up by people's brains. That the gods are archetypes, entities are strung together out of bits and bobs in our subsoncious, and ghosts are just us not seeing straight. In short, anyone who believes in religion, the paranormal, the supernatural and the like is insane or has something wrong with them. But is being insane always bad? Not how I see things.
Life is unfair, unexplainable, and difficult. The crushing weight of it all can destroy someone, which is why the ancients created faith to explain all the things that they just couldn't figure out. Are these entities, gods, and features real? It doesn't matter. What matters is the impact they have on your life. In light of this I feel there are two kinds of madness: Helpful Madness and "Please Help Me" Madness.
Your supernatural and spiritual dealings bolster you. They give you an outlet, hope, and strength in a world where things don't always give you answers or even a decent chance. Your day to day life is enriched by these interactions, real or imagined. The entities in question are unimportant and nobody should be marked as "please help me" insane for simply having a different set of preferred entities than you.
Alternatively, these explorations are a fun way to learn about the world around you. Sharing your wisdom with others can be fun, even when your ideas conflict, and can encourage personal growth as well as growth in your ideas. It's why I'm writing this and why I run around places like /x/ and talk with others. As another example, you may never be able to prove you found the ghost you were hunting for, but going out and exploring new places can be fun and exciting.
All of this "madness" is healthy as it engourages growth, peace, and better living. This is a stark contrast to...
"Please Help Me" Madness
When your supernatural and spiritual dealings get in the way of living, there is a problem.
This can happen about ANYTHING. If you find yourself getting distant from the real world, you may need to step back and stop for awhile. Maybe even get help. You have a problem.
Uhh... I think I pissed something off. Have I gone bad crazy?
Negative feelings, bad experiences, and trouble that happens apparently due to supernatural and spiritual dealings can happen sometimes. Whether this is bad or not comes down to the level at which things are impacted.
Most of the time, a problem is temporary or really only impacts dealing with a certain group for awhile. For example, accidentally making an enemy within one pantheon doesn't mean they all hate you there or that all gods hate you. Pissing off a single entity doesn't mean you'll be facing a shitstorm for the rest of your life. Thinking these things is a sign you need help.
That said, can making an enemy or pissing something off make life tough for awhile? Yes. Is it really them doing it or an easy scapegoat for things outside of your control going wrong? Who knows.
If having someone to blame is comforting, it's not a problem. If having someone to blame gives you someone to fight so you feel you have some control over the uncontrollable nature of life, it's not a problem. Giving up and resigning to the idea that some outside force is making your life suck IS a problem!
Can you learn and get stronger from this? You should be able to if you really stop and think about things. If so, learn from your mistakes to get stronger. We all make mistakes. Everyone. Learn from them and move on to do better things.
If you think it's something that can't be rectified or moved past, there's a good chance you have a problem. Step back, step away, and look for help.
Can you give common examples?
Good and bad "madness" occurs in any line of supernatural / spiritual practice. However, due to Christianity being so accepted I feel it's important to use it as both good and bad examples in order to help someone coming in from a monotheistic line of thinking understand what I feel is "good madness" versus "bad madness". Substitute literally anything you want, even the Great Noodly Flying Spaghetti Monster and it still holds true.
That said, here is some good madness:
The guy who works as a firefighter and prays to god before entering each burning building. He does this to protect those trapped inside and to help assure that he and his fellow firefighters make it out safely. He does not feel his faith makes him superior to others and has tolerance and understanding of other faiths. He simply feels his belief helps keep himself and others safe while giving him the courage to run into intensely dangerous situations for the sake of others. The cross around his neck was blessed by a priest to further aid his work and lend him more protection. He gives money to charity in thanks to God after each five alarm fire where nobody was hurt. He otherwise lives a normal life, has friends, and likes to get out and have fun sometimes. He doesn't wrap his world around the church.
And here is some "Please help me" madness:
The rabid Jesus freak who chants prayers constantly, goes to church daily, and freaks out at anyone who is even remotely not his personal brand of Christian. Every conversation has something to do with God, Jesus, or the bible even if shoehorned in. He tries to convert everyone he meets. His life is nothing but "the church". Everything good is because of Jesus, everything bad is because of Satan or "God's plan", and Jesus and/or God fixes everything. His only friends are "church friends".
As you can see, the firefighter is helping others and uses his faith to get stronger. He is a healthy part of his community and lives an active, good life. His "madness" is good!
The Jesus freak uses his faith as an excuse. His behavior is not meditative or enlightened, it's obsessive. I'd argue that he is just waiting on the afterlife and that this is not healthy as he is effectively ignoring his material life and any positive changes he can make in it. He is shuffling off all responsibility for his actions on his faith. After all, Jesus forgives and god fixes everything so why should he lift a finger? The Jesus freak is not helping himself or others and should seek help away from the church.