Our sources are filled with claims of visions of the divine, hearing the voice of God, where the person says that he or she encounters God immediately and directly (what we call mysticism). It is not necessary for the historian to make decisions about whether or not the people in the stories really and truly saw God or heard his voice and move to explain this as hallucinations or madness. These internal or private "events" are similar to miracles. They are interpreted and given a very particular religious value. Whatever was experienced by the person (which I have no way of verifying or not, since it is an internal event) is understood by the person or those who transmit his or her story as authentic religious experiences (or in some cases like Simon Magus, inauthentic - remember the religious community holds the hermeneutical keys). Whatever may have happened in actuality becomes a religiously interpreted experience in our source.
Like miracles (which also may represent human experiences that have become religiously interpreted as miraculous), mystical experiences are very interesting to the historian because they tell us how the seer understands a number of things about his or her world. His or her religiously interpreted experience (particularly if the person is a founder of a tradition) can impact significantly the orientation and growth of the religion.
So although I won't say as an historian that a religion started when "God so-and-so appeared to Mr. so-and-so" and commissioned him (thereby making a religious claim historical fact), I can and should say that "one of the significant impacts on the origin of religion such-and-such is Mr. so-and-so's vision in which he understood God so-and-so to have commissioned him" (thereby understanding the religious claim as a hermeneutic that impacted the history of the religion).
The same is true of miracles. Although I won't say that Jesus walked on water (thereby making a religious claim historical fact), I can and should say that it is evident from the nature miracle stories that some of the first Christians understood Jesus in highly exalted categories, capable of doing what is not normally done by humans, like walking on water or multiplying food or walking through closed doors. These are actions that readers then and now would have attributed to divine men and gods, not your average Joe (thereby understanding the miracle claim as a hermeneutic that tells us something about early Christian theology rather than history).