By including "and other supernatural beings" you are basically asking about all folklore for all people for all time," and that's a big order. Let's focus on specifics. The following is an excerpt dealing with werewolves from my draft Introduction to Folklore; perhaps it will help:

The nightmare and the werewolf are two creatures that deal with the human spirit in a way different from other beliefs related to the soul. People believed that these were the products of bizarre transformations endured by innocent people who are unaware of the circumstance. While the nightmare was a traveling spirit of a woman, the curse of the werewolf affected men. In both cases, European peasants regarded them as victims of witchcraft. The cause of their suffering was that their mothers had used magical means to avoid the pains of childbirth, leaving their children to suffer these unnatural afflictions. ...

The werewolf was the male counterpart of the nightmare. While this cursed man sleeps, his spirit travels the land in the shape of a wolf. Unlike the nightmare, who merely gave bad dreams, the werewolf kills livestock and people, having a particular affinity for pregnant women. Like the nightmare, the man sleeps unaware that his soul prowls the land in animal form. His identity is discovered when he is wounded in wolf form or someone calls out his name. Werewolf stories can conclude with the disenchantment of the man, but some also end with his death.

The idea of the werewolf draws on a much older belief in shape shifting. There is clear evidence of a widespread European tradition that people, and men in particular, intentionally took animal forms through magical means or special talent. This belief appears in the "Satyricon," the first-century Roman work of Petronius, described above. In this story, a soldier who is a versipellis, a skin-changer or werewolf, is walking among some tombstones one night when he removes his clothes and urinates around them. The clothes turn to stone, and the soldier becomes a wolf. That night a wolf kills some sheep, but the slave tending the animals pierces the wolf in the neck. The next day, the soldier, in human form, is found to have a wound in his neck.

Reidar Christiansen classifies stories of this kind as Migratory Legend 4005, “the Werewolf Husband,” in which a man’s wife discovers that her husband is a werewolf as indicated by wounds that he has received. The act of recognition releases the man from the spell. Ella Odstedt in her "Varulven i Svensk Folktradition" (1943) describes three principal ways in which a man becomes a wolf: the man’s mother had magically avoided pain in childbirth, and this brought a curse on her child; a curse is magically placed on a man by another person; or the werewolf actively and magically brings about his own transformation. Odstedt suggests that the last of these causes is the oldest. Dag Strömbäck supports this suggestion. He further points out in his "Folklore och Filologi" (1970) that Old Norse sources confirm the idea that men magically caused their own change.

Icelandic sagas give considerable details about men who caused their own transformations into wolves and bears; ulfheđin and berserkr, respectively. These terms, which literally mean “wolf coats” and “bear shirts,” refer to the belief that men could either cause their actual transformation or that they could magically acquire the attributes of the ferocious animals by wearing their skin and going into a trance. Such men were feared in battle because they believed that neither fire nor steel could harm them. According to tradition, these men thought themselves to be invincible, and so they charged into battle recklessly. Most of Scandinavia outlawed the practice of going “berserk” because people regarded these men as dangerous, destructive, and generally anti-social. The sagas describe heroes who confront groups of these men and defeat them with great difficulty. Whether or not these literary accounts and records of laws indicate that some men actually believed they could transform themselves is a matter of dispute. Accounts of witches and laws against witchcraft does not mean that there were witches. On the other hand, there were certainly people who felt they could use magic for a variety of purposes. By analogy, there may have been men who felt they had the power to transform into bears or wolves.

There is evidence that Marie de France, a twelfth-century author from the nobility, helped spread the idea of the cursed werewolf who cannot control his own magical change. She wrote a widely-distributed story containing this motif. Because of the power of the written word in folk tradition, Marie de France may have had a role in changing the story as popularly told, making the werewolf the victim of magic as her version ascended in importance over the older tradition of a man intentionally changing himself.