Marvel's The Sorcerer Supreme is the foremost authority on spirits and otherworldly machinations that might affect a person's mental health, and acts accordingly. This is best seen in Moon Knight #36 - but now that Doctor Strange is dead, Moon Knight is on his own.
Marc Spector is one of the few superheroes in the Marvel Universe who actively explores living with mental illness. Specifically, he has what is commonly known as Multiple Personality Disorder, but is clinically known as D.I.D. (Dissociative Identity Disorder). Marc Spector is his "main" identity - a Jewish child growing up among antisemetism, a Marine, and finally a vigilante - but there are plenty of others. Steven Grant is the well-to-do Wall Street millionaire who funds Moon Knight's endeavors. Jake Lockley is a streetwise cab driver with underworld connections, and Mr. Knight is a white suit-wearing, confident civilian liaison to Moon Knight (and his alter ego whenever he attends his numerous therapy sessions)
In Moon Knight #36, Marc Spector - in his "alter" as Steven Grant - is attending a gala at a New York museum, specifically the Egyptian Wing. He's donated plenty of money to the museum and has acquired the iration of the assembled audience, but the proceedings are interrupted by Doctor Strange. He's sensed the presence of a cursed pendant (worn by Steven Grant's date, no less), and warns Moon Knight - but the vigilante doesn't believe a word of it.
Doctor Strange was Earth's main defense against supernatural threats - and Moon Knight occasionally sees these threats, but he also suffers from delusions and visions. Marc can't always tell what's real and what's a creation of his own fractured mind, and thus needs experts like Doctor Strange to help him. But Strange is dead and without him, Moon Knight remains quite vulnerable, as does the rest of the world.
It's worth noting that Doctor Strange isn't quite dead - he still exists in the Marvel universe, but it's a younger version of Strange, created as a contingency plan in the event of his untimely death. This Strange may not be familiar with Moon Knight (and he's certainly not as familiar with modern-day threats as the "older" Strange). Moon Knight and Doctor Strange are intertwined - but without Strange, Moon Knight must solve the problems in his own mind on his own.