If you say, I can dance and make it rain, and then you fail, you would get laughed at.

I don't believe you've read much of the content on this site. There are a host of human cognitive biases that would lead to belief in the supernatural. Perhaps most notably, we attribute agency to non-agents. It's easy to see how that would be adaptive in the ancestral environment; just look at the truth table for "That sound was an animal and I believe that sound was an animal" and the outcomes of each possibility.