Really? What a small world!
The part of the creation myth about the cicada was when the first people wanted to reach the final world (our world). There are different versions of why they moved on, with some saying that their present world was becoming flooded. There were reeds that stretched all the way up to the next world, but none were able to reach the next world. Finally the cicada tried, climbed up the reed and managed to dig his way through the soil into the white world. Then the humans (and others) were able to come through as well.
That was the short version. You can find the creation myth online. I think the reason they seemed magical to me is that we heard the tales orally, while visiting friends in the reservation. The tale was quite elaborate.