At Wizard World Texas in Arlington, Chip Coffey hosted a Q&A about "Paranormal State" after screening a preview of an upcoming episode. Coffey, a professional psychic and medium, took questions from the audience about the nine episodes he has filmed to date. He said that on the set he is kept away from everyone until it's time to shoot, so that he can go into each situation cold and assess it without prior knowledge or experience. Each scene is filmed exactly as it happens, with no scripting or direction. An audience member noted how realistic the show seemed, and asked Coffey if any scenes ever had to be re-shot. Coffey said that there was only one: when he was wearing a scarf in one scene and had taken it off in the next, they asked him to redo the second scene with the scarf on for continuity's sake.

As a psychic, Coffey's first desire is to help people in need find solutions to their problems. He doesn't pack up and leave when the cameras stop rolling, he said; he likes to stick around and make sure that the job is finished and that the families will be all right. He told the audience that the topics on "Paranormal State" will run the gamut from hauntings to demons to animal sacrifices. Coffey still finds these things frightening, but often more frightening are the things that happen to him after the filming is over. He told the audience a story about waking up at his house after filming an episode about animal sacrifice to hear his four usually docile dogs fighting outside.

Coffey said that he has been precognitive for as long as he can remember, and he credits his great-grandmother, a Native American medicine woman, for this ability. He performed ad-hoc readings for friends and family before embracing it as a full-time career in 2001. His abilities manifest themselves in relatively harmless ways, and he is able to keep them in check in his daily life unless they are needed.