I believe in ghosts, UFOs and the Loch Ness monster, so I might as well add God and magic in there, too.
Believing in any or all of these things is not itself a problem - faith, hope and imagination have a lot going for them. Problems only arise when you (A) let such beliefs control your life, (B) start believing that you have credible evidence that these things exist, and (C) start trying to force other people to believe in them, too, and then (D) get uptight when they won't.
Though obviously anyone who believes that Mark Millar's Robo-Hunter was actually good is a deluded, pitiable fool.
Regards
Robin