There was a 22 year old "kid" in Thailand (I believe) who grew so consumed with playing video games at an Internet cafe that he was spending days at a time there online. Eventually he collapsed in the cafe and died. He'd not eaten, drank, nor showered in days. I've seen people get so involved in a hobby that they've left family and friends, their marriages actually ending in divorce. I've also seen the negative aspects of 'hunting' the paranormal, John Keel, for instance; so consumed with his research and what he had found or discovered that he died alone after shunning his friends and living in a life of poverty.
Studying the paranormal is no more, or less, consuming than any other intellectual endeavor, and yes, it is an intellectual endeavor for those of us that are serious about it. There are dangers of obsession, neglect of our families, and loss of sleep, work, and social time. If you lose your balance you will stumble and at that point you can become consumed by ghost hunting, UFO research, cryptozoology, etc. However in the end I do NOT believe there's any more danger in paranormal research than any other field of interest or hobby. Those of us that do slip over that line, I believe, were already flawed in some way. Either we didn't recognize the warning signs or didn't have a solid support structure in family or friends, but it happened... or happens.
As far as having a paranormal experience, well, I, for one, welcome it. I did have my 'first' paranormal experience just over two months ago on a casual ghost hunt (I witnessed a shadow with no apparent source), but to me that was relatively minor. Mentally, emotionally I believe I'm ready for just about anything. I know that's an arrogant statement and people who have had experiences are now shaking their heads and mumbling that I have NO idea what I'm talking about.
But that's my point. David has questioned people with that very attitude on the show before, stating that people wanting to have an experience are fools that he does not understand, but let me try to put it into perspective; I have a question, "Does the paranormal exist." You can break that down to, "Do ghosts exist? Do UFO's exist? Do cryptozoological beasts exit?" etc... Now the shadow encounter was close but based on some of the other experiences I've heard of, I'm not sure my question is answered. To someone like myself, David and the rest of all experiencers are the ones who are lucky. Why? Because they have the answer to those obsessive questions. As David points out, he KNOWS the answer to those questions, he doesn't just BELIEVE in the answer. People like me don't, and it's like an itch under the skin we cannot scratch now matter how close we come.
Now I'm not so naive as to miss the fact that even if I see that full-bodied apparition or that cigar-shaped object hovering in the sky that sure, I may answer 'that' question though I know it will open the door to thousands more. Nevertheless, at least that overall pressing question will have been answered. The flood gate would be opened to research the rest, and I would then KNOW that something was there, ghost, UFO, whatever paranormal experience it is.
Until that time I have to sit and watch from the sideline, scratching my head in wonder at this anecdote or that one. It's frustrating and infuriating at the same time.
Perhaps that's where the obsession starts? Perhaps that's the danger if we were to lose perspective? Having studied martial arts for nearly 2 decades, on and off, I understand the concept of balance, and strive to maintain it in my life. So far, I've maintained that balance pretty easily, despite having a fringe experience. So on I press, hoping to catch a glimpse beyond the veil and remaining intensely envious of those that already have.