The Veil is a kind of illusional barrier that separates the spirit world from the mundane world. While Fey, Anthromorphs, and ‘monsters’ can see through the veil at will, most humans cannot. The Veil keeps humans from ever knowing about the supernatural. A person can be killed by a Unseelie Sidhe and other humans will just think they have ‘gone missing’ even if they were physically present when it occurred. Another example are genuine psychics, the veil pushes people who see it to believe it failed so their claims seem unrepeatable.
Humans who can see through the veil are referred to as ‘Hunters’ and their ability has lead to all the tales, stories, and myths related to monsters, demons, elves, fairies, and other things that sometimes go bump in the night. Some humans have supernatural abilities and they fall under the effects of the veil, a warlock fighting a monster could miss with their fire spell and catch a human by accident. The Veil will make people believe it was spontaneous combustion and wipe any memory of monsters or warlocks.
The Veil did not always exist, but no one is exactly sure who created it or how it was created. When though seems to have been during the era of the Roman Empire. By the time of Jesus the veil was nearly finished and during his time were the last public displays of supernatural power on record.