Well, that's Buddha teaching to the people of his time, and later Buddhists teaching similarly. The Pali Canon also talks about other realms so it's not just in the later Mahayana teachings.

It was an accepted belief of his time.

As for now, well, you can just believe it just as the Indians did, as other realms of beings with bodies made of light, etc etc as described in the sutras.

Or, well we do have the idea of other realms ourselves in the form of Extra Terrestrials. In the scientific sense of beings that evolve around other stars and with a biology different from us.

We can also see the animal realm and human realm and see that humans are born in different conditions, some suffer greatly and some have a much easier life.

There's also the idea of other "parallel universes" and of higher dimensions and beings that could inhabit space with a different number of dimensions from us. And the idea that the observable universe is only a fragment of the whole. We are limited in our observations by the time since the Big Bang- anything further away than that just hasn't had enough time for its light to get to us yet.

We also see galaxies in the distant past that we know are moving away from us so quickly that in future it will be impossible to see them because they will be beyond the light speed horizon (though nothing can travel through space faster than light, space itself can expand in such a way that parts of it move away from other parts faster than light, and that is the case in our universe according to these observations).

So that also brings up the possibility of other parts of our universe that we can perhaps never find out by ordinary observation. And these parts, according to some ideas, may have different versions of the physical laws.

Then, looking at it another way, then there are states of mind described by yogins, where your mind is so focused and calm that ordinary thought subsides, and you get just pure bliss, unstained, no awareness of any body, you just enter a state of constant bliss, and they describe more refined states that go even beyond that. Buddha attained these states before he became enlightened, and said they are not what he was looking for because they were dependent on conditions and will eventually fade.

So - these pure states are regarded as the highest of the god realms in ordinary conditioned existence in Buddhism. Not highest in the sense that they are enlightened states, Buddhists don't think they are. But highest in the sense that they are just pure bliss, and even more refined states than that.

And there's the idea there that you can enter those states when you die. If so that's not an ordinary rebirth as you have no body, but it's still a form of rebirth because it is dependent on conditions and eventually you'll fall out of this state, even if you remain there for trillions of years. So it is not really a "happy ever after" though it comes as close to it as you can get in conditioned existence (this is according to Buddhist teachings on the subject of course).

Since we have no idea what happens when we die, and there are so many different suggestions there, I see no reason in principle why it couldn't be possible to continue in such a refined  state" after death.

And again if you accept that rebirth is a possibility after you die, and if you are willing to go as far as accepting possibility of rebirth as an animal, then you could take that further, and consider rebirth in any form that we can recognize as possible in this universe, and quite possibly many other forms that we can't imagine yet.

So, with this context, I don't see the "supernatural beings" and "other realms" as particularly problematical. Though I think it's possible to look at this from another perspective given our Western upbringing. Buddha taught us in the Kalama sutra that

• "Do not go upon what has been acquired by repeated hearing (anussava),
• nor upon tradition (paramparā),
• nor upon rumor (itikirā),
• nor upon what is in a scripture (piṭaka-sampadāna)
• nor upon surmise (takka-hetu),
• nor upon an axiom (naya-hetu),
• nor upon specious reasoning (ākāra-parivitakka),
• nor upon a bias towards a notion that has been pondered over (diṭṭhi-nijjhān-akkh-antiyā),
• nor upon another's seeming ability (bhabba-rūpatāya),
• nor upon the consideration, The monk is our teacher (samaṇo no garū)
• Kalamas, when you yourselves know: "These things are good; these things are not blamable; these things are praised by the wise; undertaken and observed, these things lead to benefit and happiness," enter on and abide in them.'

So - even though the main sutra traditions often go into much elaborate detail about these other realms and the process of rebirth, there is no need to affirm belief in this as a Buddhist. If you do believe it, no problem really, but it's good to acknowledge that this is something you don't know from direct experience (unless of course, you do).

In the Zen tradition, then this aspect of the Buddhist teaching is strongly emphasized, to recognize what we don't know. And though they also do believe in past and future lives, and supernatural beings in this sense also, it's not the main focus at all.

And there are differences between the schools also.

I think the most important thing here is just to maintain an open mind about what happens when you die. If you say "When I die that's it" and you are totally sure of that, no chance at all of any other view - then it makes it hard to follow the path which involves recognizing clearly what you don't know.

But if you have an open mind here, then there's a chance to follow the Buddhist path. As for these "supernatural beings", really I think that's not important what one thinks about that.

The main thing here is the idea that there are many states you can encounter, including blissful ones that last on and on, and states of suffering, that may also go on and on, but that all of those are actually impermanent and part of conditioned existence.

Also, if you think this life is all that there is, then - a solution to the problem of suffering, for yourself anyway, would be to find a way to make sure you remain happy in this life until you die. That's the "psychological treatment" approach to Buddhism. It might be of some help. But one of the signs Buddha saw when he decided to set out to find a way to enlightenment was a corpse, so death is one of the forms of suffering he was looking for a solution to. And the blissful states of mind he learnt to develop before he became enlightened would have permitted him to remain in bliss for the resst of his life. So, if you just treat it as a way to be happy in this life, then you are missing much of the message in the Buddhist teachings.

Some kind of open ended approach to death does seem to be needed to fully grasp what he was teaching. But you don't need to have any specific belief here, don't even need a belief that there is continuation after death, just an open mind about whether there is or not, as something you want to investigate, following the path of Buddha himself, who also investigated this with an open mind.