First understand what's normal!
People report the paranormal! They are the ones who witness paranormal events (not animals or machines). But people can sometimes 'witness' what is, strictly speaking, not there! Many people assume that only those with mental illnesses suffer hallucinations but that is not true. For a start, there are many other conditions (not mental illnesses) that people may have that can produce hallucinations; everything from temporal lobe epilepsy to aura migraine. People with no 'conditions' at all can still go into altered states of consciousness or have their mind temporarily altered by neurolinguistic programming. And then there are optical illusions and simulacra (seeing patterns, such as faces, in random shapes), as well as a host of other possibilities, that affect everybody. People can often 'see' things when they are under stress or simply expecting something (such as listening intently for slight sounds when walking down a dark alley alone at night).
Then there are many natural phenomena which can appear to be paranormal. Most people are not familiar with fireflies (that glow at night) or the calls of owls, for instance.
It is unfortunate that the perfect paranormal investigator would probably need to be an expert in physiology, psychology, neuroscience, physics, chemistry, natural history, geology, meteorology, astronomony and whole lot of other things. In this way they could first satisfactorily eliminate the normal before considering the paranormal. Obviously, such a paragon does not exist. So, in practice, good paranormal researchers consult relevant experts or become knowledgeable themselves. You can learn a lot about the normal world by studying the paranormal.