Banshee's are a special kind of beings. Banshee's are a special kind of supernatural, because they can cross supernatural barriers like mountain ash, despite only supernatural creatures having an inability to cross the barrier. Banshee's are have close links with death. This is due to the fact that they are able to sometimes discover when someone is going to die in the supernatural world. However, keep in mind that throughout the series, it has been explained that Banshee's have links/connections to the supernatural world, but they are not supernatural creatures themselves.
Voices in their head
Banshee's hear voices in their head. This is unpredictable, and they have no control over when this occurs. However, the purpose of these voices are to warn Banshee's about something that is going to happen. It can often lead them to a murder scene that has something to do with a supernatural imbalance, as supernatural creatures are affecting humans. It is often noticed that Banshee's are able to discover messages from these voices. Although the voices do not make sense, and the Banshee has no idea who is sending them the message, they are able to figure out the meaning behind the voices in most cases.In the show it is known as "the whisper of other Banshees" which is where Banshees can hear voices of who is going to die.
Abilities
The Scream
Banshee's have a powerful piercing scream. This scream can travel long distance as in across the town of Beacon Hills. The purpose of the Banshee scream is to alert other supernatural creatures that someone is going to die. When a Banshee screams, or in Lydia's case when she screams they are usually calling out to other supernatural creatures, trying to make it aware to them that either someone is close to death or dead. How far the scream can travel is unknown. Alongside this, the scream is also a form of communication between Banshee's.