Testimony is not sufficient for believing in paranormal phenomena. Direct experience is.
2. Think critically about the experiences you have had.
What can you legitimately conclude from experience X? To what extent might you be reading into your experience based on your own religious / cultural preconceptions?
3. Form your own tentative conclusions.
Don't get too attached to any one conception about the way things are. Remain open to revising your ideas about reality based on new information.
4. Dialogue with others and rigorously test your hypotheses.
If there are other interpretations of your experience, listen to them. See what experiments you could do and what background information you could find to determine which explanation best fits the reality of the situation.
To what extent does our knowledge from other areas of study (anthropology, psychology, biology, history, literary criticism, etc.) support or oppose your interpretation of reality?
This is a continuing process. Always be open to new experiences and to revising your beliefs based on new information.