Although not very good at magic, I know bit of the theory behind it and have also been thinking about making use of it in games. Like you said Erik, it can be a very good way of setting the player in a certain mindset and I am very interesting in exploring that more!. The kind of magical thinking I have used is to repeat something for the player so that they will assume it will always happen like that and then do some trick

For example, you can make players do a choice that will end up with bad consequences if wrong and then you can give more similar choices further on, but without the consequences. This way one adds tension without the need to have a win/loose mechanics since the player will think that they barely escaped at each choice.
Another thing (a bit unrelated to the topic) is to have a "magicans choice". I saw a clip of Penn and Teller pulling a lil prank on some computer science guy (cannot recall name otherwise I would have searched for clip), where some people set him up to test a new computer program. At the beginning of the program he was given a choice of what he wanted to see and one of these choices where "magicans". Now by making the other choices boring, they made him pick the "magicans" option and by that kinda forced him into a certain path, even though he thought he made a free choice. This is just a simple example, but I think that by giving the illusion of choice an experience can be greatly enhanced. Like magic, it does not hold up for replay, but not all media needs to be replayable