Imps, faeries and fey, hell hounds, black dogs, all of that stuff comes from legends and folklore. Some Pagans believe in it, some don't. I've never seen a faery, I don't have an opinion on their existence :p Magic itself isn't "scary." Some could say it's mind over matter, so could say it's "manipulation of energy to effect an outcome through thought." I don't believe in the kind of magic that calls for mystical ingredients, crystal balls, etc. Some general things, like bad spirits are repelled by salt or sage, sure I can buy that. But I don't believe in angels or demons, shapeshifters, vampires. Ghosts, yeah, I've seen some weird stuff, and there's some theories, but no proof, such as residual energy, stone tape theory, and I do believe that all creatures posses some kind of life force that may continue to exist after death. It's not a big part of my life though, it wouldn't effect how I live if tomorrow it was proven true or false.
I value science and what I can see with my own eyes. Anything beyond that is a matter of opinion.