My recommendation, contrary to what many people might tell you, is to embrace your skepticism. Base it on common sense.
I have been studying magic and the occult in one form or another for most of my life, and I find that in the end it has the same goal as science. Both are simply trying to explain the unexplained, and find new ways in which we can observe and influence the world around us.
Approach both through logic and understanding and I find the rest unfolds for you.