Cause and effect: Consequently, therefore, accordingly, as a result, because, for this reason, hence, thus...
Sequence: Furthermore, in addition, moreover, first, second, third, finally, again, also, and, besides, further, in the first place, last, likewise, next, then, too, etc.
The main benefit of a frame narrative is to tell a story (whether it be the entirety of the book or individual stories throughout) using the voice of a specific character who exists outside the confines of the story.
During Shakeaspeare time, people actually believed in witches and demons. They were extremely superstitious, and mystical/supernatural beliefs affected their everyday lives. If someone was ill, it was not uncommon to believe that person was cursed, for example. So seeing the supernatural being represented on a stage was especially frightening, which is also why magic and the supernatural are a recurring theme in Shakespeare plays.