NO! Me and my partner started watching X-Files, in a mostly random order. Seriously in like season fucking 7 she's like "I don't buy this mumbo jumbo super natural crap Mulder, even though we encountered something very similar to this like a week ago!"
Like Jesus girl you're not a skeptic, you're just contrarian.
i have to imagine that scully and mulder are going through a million x files offscreen that aren't supernatural and the ones that are supernatural become the episodes we see. its never said in the show, but thats my own justification for it
There are episodes that start with Mulder coming home from some case or interview with someone who claims they experienced something supernatural off screen, so they do