I think most people love a good story, whether it is true or not. I think people even more heartily enjoy a story with a happy ending. This may be the reason the Gospel story resonates with so many people, even those who do not accept it as true. Most people can get behind the idea that Christ was, "a great moral teacher", but struggle with the common element of the miraculous in the biblical narrative. Even people who might agree that there is, indeed, a God, view stories of miracles with some skepticism.
We are able to read and hear stories that obviously defy reason and enjoy them. More than that, we can't get enough. It seems that the impossible to believe somehow draws us like a moth to a flame. We read these works of fiction and lap up every detail of the story eagerly hoping for the protagonist's ultimate victory, even in the face of incredible odds. If we may readily consume the works of Steven King without hesitation, why do we doubt the veracity of the Bible and it's contents? Could it be that even we, as Christians, struggle to separate the Scripture from the realm of fanciful story? We have nearly lost the sense of the miraculous, simply putting it away as a childish fancy not to be taken seriously.
I think there is more to this sensation of joy at the fantastic than meets the eye. I think God has put within every human being a sense of the transcendent. I think He has placed within us a natural affinity for the "supernatural". That is why these sensational tales of romance and adventure grab our fullest attention so easily. Escaping to a world of fantasy only makes us yearn for a reality that does not exist. We pretend and dream. Then we grow up.
As adults we use drugs, alcohol, television, and more complex yarns of fiction to lull ourselves into another world, knowing all the time that it can't be real. Yet, we wish it were. In these things we do and read and watch, we find the briefest escape and filling of that internal lack that burns through us. Many of us don't even recognize that yearning for what it is. We are too practical and adult for such a feeling. However, some of us have still retained a bit of the inner child that seeks that fantastic story and believe it must be true in some odd way.
Then we read the Gospel of Christ. We are immediately drawn into another story wherein we read of miracles and almost cryptic sounding teaching we cannot get enough of. It resonates within us and we know that there really is more to this story than meets the eye. But we have convinced ourselves that such things cannot happen and dismiss them as fantasy and imagination. Why the feeling then? Why the sense that there is more to things than meets the eye? As Chesterton once commented, we are not really adults until we are childish enough to believe in fairy tales. I think this is a truth of God's Word. We read much of the Bible in "mature" disbelief. However, is that because we have taught ourselves to disbelieve or because the thing is untrue? I think that is the largest truth of the Gospel. It is so incredible that it must be either the Truth or the height of madness.