UFO's and ghosts don't impact my thinking. Things coming from nothing or things exceeding the speed of light do.
Things coming from nothing is somewhat out of my league. Existence is a miracle, no doubt about it. It remains to be seen how much we can know about beginnings.
I am unaware of anything violating relativity, although science writers sometimes portray entanglement as a violation. My understanding is that it is not, but I suppose that is controversial.
Everything quantum is a mystery, although folks who work with it say it's quite regular and sane.