Basically the abilities all follow a similar template:
Spider Climb
When you [climb the walls like a spider], roll a risk.
On a success, pick two:
>No one notices
>You reach your destination quickly
>You do not suffer madness
On a failure ignore one:
>Someone notices
>You reach your destination slowly
>You suffer six madness
I realize that isn't a super interesting move - it's just an example. It's important to note that characters suffer three madness every time they use a supernatural power.
Madness is gained by doing, well, mad things. Using your powers, seeing eldritch things, killing people, etc. Once it crosses a certain threshold, you are tested - if you fail, you suffer some consequence, haven't decided what. However, you also spend madness to heal wounds, buy things, etc. It's all mind over matter.
Meanwhile good roleplay is rewarded with Sanity, which can be spent to decrease your madness. which can be used to reduce your madness, keeping you under your cap but reducing your XP pool. NPCs also react differently to slavering madmen stalking the streets, so you have to manage your madness and sanity carefully.
Getting hurt/stressed gives you disadvantages, and acting within them gives sanity (ignoring gives madness).
So my thinking is, the GM gives everyone advancements to increase stats, thus keeping them all at roughly the same level, and players can spend madness to add new factors to their powers - more possibilities on success or things to avoid on failure.