As with any genre of writing, the world you paint for you reader needs to be seamless. This doesn’t mean you should start dumping information here, there and everywhere. Sheer quantity of information doesn’t necessarily equate to a believable world. But if you can see a hole in your plotline or environment, your reader probably will too. Don’t assume that just because your world is an imaginary one that your readers won’t still expect you to know what you’re talking about.
In essence, writing supernatural characters does not mean you can pay any less attention to detail as you would in any other kind of story. Give them your full attention and creative scrutiny, and your reader will happily join you for the ride.