I think most folks that are already interested have a fairly cursory knowledge in mysticism re: the big 3 (Gnosticism, Qabbalah, & Sufism at least) and how they became en vogue in the Victorian and Edwardian eras and again in the 1960s. I suspect periods of revival make it a little difficult to separate historical fact from crafted fiction (looking at you, Crowley) maybe even for historians, though that's another subject perhaps.
I know that they all share common origins in early Abrahamic cults and Hermeticism, so I really feel like that mystery is somewhat solved. Leaving aside the beaten to death topic of Druids (it's my understanding we know next to nothing about them despite what many claim) I'm far more interested in the stuff we get little to no exposure to on my side of the Alps. Eastern mysticism comes to us often as either a caricature of ignorance (such as in popular films) or a caricature of convenience (your classic new ager's source of income).
Rasputin, for instance, is often referred to as a magician or sorcerer but of what? Was his mysticism post-Christian or wholly invented? Gogol's evil sorcerer is clearly pre-Christian but his dark lord is trusted to the reader to know and never explained. Then in the orient we have loads of myths of powerful sorcerers trapping or freeing demons seemingly willy-nilly but we never get more explanation for that than you can fit in a short prologue to a film. Is this ancient Shintoism or does it predate it?
What do we know (as with the Hermetic roots of the western mystic) and what has been lost to time that draws charlatans with false histories (as with the Druids)? And, also, is there any explanation more concrete than Jungian philosophy for how the Inuits and the Greeks (and everyone in between) seemed to have invented nearly identical monsters in many cases with no apparent cross-cultural contact?
Perhaps this is too broad for /r/AskHistorians, but where does one start?
You might want to try asking /r/anthropology as well. Shamanism may be what you are asking about, many cultures have ritualistic "healers" that act as mediators, doctors and psychologists in a way.
Not sure how well you'll be able to get proper historical answers over there, but might be worth at least trying /r/occult or one of the similar subs on their sidebar? (r/occult is the biggest though)
I think a lot of the information you are looking for is going to fall into the "we don't really know" category. Almost all cultures have some belief in things that they can not see or explain and these ideas are so ancient that discussing where they came from is problematic at best. Anthropology would be able to address some of your questions about similarities in myths and beliefs.
I can point out some books that I believe will start you down the path of learning what historians look at as far as magic goes. Kieckhefer, Magic in the Middle Ages Stuart Clark, Thinking with Demons: The Idea of Witchcraft in Early Modern Europe. I hope these help.