I am also fascinated with the Ouija but would never even touch one, let one be in a room with one. Sometimes I wish I had the guts to use an Ouija board but after reading so many stories about sessions gone wrong I will never touch one.
I don't think it it is the brain subconsciously 'manifesting' these answers from the board. Psychology is fascinating but isn't the answer to everything I believe. There are some things in this world that science and psychology can't explain and that is totally fine, in fact that is the beauty in the mystery of the world and life.
If it is the brain subconsciously creating these answers then how do a group of people get the same answers? Unless they all have the same thought process and are thinking the exact same thing and that exact time (which would suggested it has all been pre decided on - and we all know doing that kind of nonsense with an Ouija board is dangerous) there is no way to suggest the brain has manifested these answers. That can be argued for a lone player though but I have read several stories where people from all over the world get the same demon coming through (starts with a Z- too scared to say the name) and it isn't until they try and research this name they find other people have had the same encounter with Z. They haven't even heard that name before!
It's ok for science to not have the answers for everything and I find people who suggest this all to be a manifestation of the mind and dismiss it with science a tad rude.