Are nonphysical things ridiculous?

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I hear a lot of religious people talk about how science cant prove God due to the soul and God being non physical. But does the idea of the non physical even make sense? Like how many say that a non physical, non spatial, timeless cause would have had to have been the cause of the beginning of the universe since the big bang was the beginning of space and time.

Also, if these non physical things were to be discovered, wouldnt physicists be able to study them, or would we need a new discipline to understand non physical objects?