For this post, I’m going to assume the supernatural being is a “good guy”. Said supernatural being is usually accompanied with massive amounts of thunder and lightning and vast quantities of bright white light. Our hero/heroine or whoever usually can’t look at them directly without blinding themselves (or being struck down by the supernatural being concerned for their impertinence).
But the appearance shouldn’t be totally unexpected if you want to avoid the convenient coincidental event that turns the tide for your hero/heroine. And you generally do want to avoid that to keep a sense of realism going in even the most fantastic of stories. You also want to avoid the convenient coincidence to avoid annoying your readers. (You can get away with that stunt once. You do want them to read more of your work than that so on those grounds alone this option really is out). And the “deus ex machina” as the Greeks called it was mocked at centuries ago as a lazy way for an author to get themselves and their characters out of trouble. You certainly won’t get away with it now. You do want to do better than that and you must do so if you want your stories to be taken seriously and appreciated/published.
To get around the coincidental event nightmare (and it is from the author’s viewpoint for the reasons given above), there should be at least one hint that appearances like this do happen in your fictional world, even if they haven’t happened for centuries. Personally, I prefer more than one hint spread out over the course of the story that this kind of thing has been known to happen. When you then write the scene where the supernatural being does turn up, I, as reader, am ready for this and will be prepared to “run with you” over it. For it to happen suddenly with no hints this can happen in your setting, my reaction is going to be “oh yes, really?” and I am then switched off by that story. It suddenly loses any sense of credibility. I stop reading and that’s the last thing you want your reader to do.
And even when the supernatural bit is written sensibly, you still want your hero/heroine to use whatever advice/help they’re given wisely and to use their own skills to make the most of this. The help given should be that - help, not a “get out of jail free” type of thing. But when doneC well (see the reappearance of Gandalf in Lord of the Rings for the classic example of this being written excellently), it will make all the difference to your characters and to your story.