Raiju: A fairly small creature that uses short-range electric attacks to stun enemies.  Two unarmed peasants can kill it without injury, but it will stunlock a single legendary melee fighter into oblivion.
Shuck: Whoever hears its howl will die within the year... or so the legend goes.  Actually it's mostly psychosomatic, so you can prevent it by ensuring that the affected target is happy enough to stave off their slow spiral toward melancholy.
Nymph: Can inspire artistic abilities.  Tamable.
Sigbin: Creatures that poop solid gold bars in nest boxes - but if you aren't careful, they might suck your dwarves' blood.  Evil pets.
Wakwak: Scary flying monsters trainable for hunting and war.  Like sigbin, they will feed on your blood if they get the chance.  Evil pets.
Amphisbaena: A flying snake with another snake head for a tail.  Both heads will attack at the same time for a double dose of venom.
Brownie: Kobold-like servants.  You can keep them as pets and they will perform labors for you.  It's like having an extra dwarf.
Redcap: Though only the size of a gnome, these little monsters are vicious and will make short work of civilians.  They live in evil regions.
Leprechaun: Rare creatures that grant wishes.  You will have to chase them down and rough them up a bit first, though.
Ramidreju: A greenish weasel-like pet that will increase the recuperation of nearby allies.  Keep it in your hospital.
Lavellan: A toxic rodent that lives in rivers.
Cockatrice: Though not much bigger than a chicken, these monsters can paralyze enemies at a distance with their hiss, making them dangerous to engage alone.  They are tamable though.
Ichneumon: Though smaller than a cat these trainable creatures have amazing physical and mental stats that lets them hold their own against much bigger foes.  They are also extremely resistant to all poisons, completely unaffected by the hiss of the cockatrice, and can even resist dragonfire for a short amount of time.  If you're lucky enough to find yourself a breeding pair, a team of these critters will serve you very well.
Manticore: A lion with the face of a human and the tail of a scorpion.  It also has wings, but cannot actually fly.
The Wild Hunt: A huge group of fae hounds, ravens, beasts, and hunters that will show up rarely in savage biomes and raid your fortress.
Treants: Walking trees living in the joyous wilds.  They will try to destroy your buildings if they catch you in their home.
Pegasi: Flying horses that live in good regions.
Bakeneko: Demon cats that raise the dead and turn mundane cats into necromancers.
Sirens: Bird women that inspire confidence and also reduce skills with their song.
Grindylow: River-dwellers that grab at creatures who come down for a drink.
Barbegazi: Just gnomes who live on glaciers.  They will steal alcohol.
Kamaitachi: Flying weasels that attack in trios.  Their slashes contain an anesthetic so they don't hurt much, but they draw a lot of blood.  Be careful!
Griffons: Head of an eagle, body of a lion.  You can train them.
Loong: Chinese dragons.  They are benign and can speak.  They may seek out power.
Qilin: Horned, hooved, dragon-like creatures.  They live in good regions and may seek out power.
Feathered Serpent: Giant flying feathered serpents.  They live in good regions and may seek out power.
Akhlut: Walking killer whales that hunt in the freezing regions.
Hippocampus: Aquatic horse-like creatures.
Grootslang: Enormous elephant-snake hybrids.
Wyvern: Flying reptiles with a venomous sting.
Miraj: An aggressive rabbit with a single horn.
Kelpie/Nixie: A water horse that can take on a humanoid form.
Oni: Mountain-dwelling ogres that come in red and blue colors, each with distinct personalities.
Golden Deer: Very rare creatures that run very fast, sacred to the gods of the hunt.  If you see one, chase it - if you keep up the chase and get close enough, you have a chance of gaining a blessing of enhanced speed that manifests the next day.  HOWEVER, don't actually wound it or kill it - its blood and flesh carry a curse for those who harm it.
Phoenix: A rare bird that sometimes regenerates when it is injured.
Strigoi:a flying vampire species
Naga: snake people
Witches: they will give a random month-long curse to their enemies, but will grant boons to their allies - if you can get one to join you, you're in luck
Kapre: tropical tree trolls
Mogui: fluffy pets that breed explosively, but can only mate when they are in the rain - which also makes them go berserk and attack all non-mogui.
Carbuncle: extremely rare pets that grant protective effects to their owners - or you can butcher them for their ultra-valuable gemstone
Baku: tapir-sized pets that eat the negative energy of the creatures around them, producing good thoughts - but if left unfed for too long, they might suck out a creature's emotions.  Also be careful of their milk, it's made of concentrated nightmares...though it does give a creativity boost.
Squonk: constantly crying, and when they get sad enough they melt
Drop Bear: vicious ambush predator koalas

Playable as Adventurers:

Kappa: When their head-plate is wet from being underwater or in the rain, they gain vampire-like qualities.  You can spill your waterskin and crawl through the puddle to refill your head.  In fort mode, they can be tamed.
Tengu: Ninja crow people who can learn combat skills quickly and vanish in a puff of smoke, but have trouble gaining armor skill.
Satori: Apes that can read minds.  They have incredible social skills and many natural skills.
Centaur: Half man and half horse in both body and mind.  They have interesting personality traits, being a weird mix of indulgent and cultured.  They are also on the big side and their hooves pack a kick.
Girtablilu: Giant centaur-scorpions with a venomous sting.
Pooka: Kobold-sized shapeshifters that can turn into a hare, eagle, cat, dog, goat, horse, bull, or human.

Semimegabeasts

Adamant Lion: A big lion with impenetrable skin and claws that can cut through steel armor like tissue paper.  Blunt attacks are your best option.
Gorgon: Can turn you to stone with her gaze.  Before she uses it, you'll be able to close your eyes.  You have to fight her blinded!
Sphinx: A very dangerous predator that asks you questions if you encounter it.  If you answer its questions, it will become much weaker and may even run away.
Chimera: Attacks with fire, venom, claws and hooves.  Has three heads, but only the snake head can attack independently.
Bone Colossus: A giant blood-sucking skeleton.
Lindworm: The biggest snake ever with incredibly deadly venom.
Ammit: Lion/hippo/crocodile hybrids that eat souls; whoever they bite becomes unable to learn or speak.


Megabeasts

Thunderbird: Smaller than a roc, but uses lightning to attack, with unpredictable effects simulating a real lightning strike.

Small vermin creatures that hang around your food stockpiles and will occasionally possess a creature.  They can cause various kinds of fun effects on a possessed creature, like vampirism, necromancy, and berserking.  Identifying a possessed creature can be tricky, since they will switch hosts every so often.

A swarm of fey creatures that will occasionally spawn in savage regions and raid your fortress for food.  Among their ranks include aggressive fey dogs, item stealing fey ravens, building-destroying fey beasts, and various humanoid fairies with different powers.  Basically, they are a mini-siege that comes from the wild.

While fighting bogeymen, sometimes you will get the power to transform a bogeyman into a stronger form.  Whenever you transform a bogeyman, you will gain the ability to transform another base-level bogey into a higher-tier monster.  Doing so will grant you one of many special powers.  You can wind up with all the perks of a vampire, werebeast, thrall, and necromancer at once, and then some... IF you survive the night, that is.  Be warned, bogey hunting is not recommended for low-level adventurers.

Domestic plump helmet men that can be butchered, eaten, and even brewed into plump helmet man wine.  They multiply fast, but be warned - if there are too many of them and not enough dwarves to keep them subdued, they may rebel...

An encounter with these subterranean fish monsters - or the Elder God they worship - may trigger the development of a hidden cult leader, who will sow trouble in your fortress - spreading smelly fish slime, animating the dead as zombie crabs and octopuses, and summoning fish to attack your fort.  The effects will grow steadily more intense over time.  If you do not find the cultleader and kill them within three years, you may find yourself under siege from within...

All of these are immortal, have the basic perks of necromancy, and can produce minions of their associated element which will allow them to build towers in worldgen

Pyromancer - Fire, uses fireballs and can make fire men
Cryomancer - Ice, uses ice webs and ice balls and can make ice men
Keraunomancer - Lightning, can shock enemies and make lightning men
Hydromancer - Water, can inflict suffocation and produce water men
Hemomancer - Blood, can inflict bleeding and produce blood men
Emetomancer - Vomit, can inflict vomit, shoot vomit balls, and produce vomit men
Geomancer - Earth, can produce dust blasts and make mud men
Lithomancer - Rock, has a hard body, can shoot rocks and make rock men
Ferromancer - Iron, has an extremely hard body and can produce iron men (similar to the vanilla iron men, with a gas inside)
Magmamancer - Magma, can produce magma men
Tyromancer - Cheese, can shoot cheese webs and produce cheese men
Oinomancer - Wine, can spray inebriating wine and produce wine men, is also permanently inebriated
Dracomancer - Dragons, can turn into a humanoid dragon and produce mini-dragon minions

Mechanical monstrosities that live in caves.  They very rarely show up, but will try to conquer any civ that crosses over their hiding spot.

Q: Where are the mythical creatures?  I don't see them very often.
A: Similar to vanilla DF, mythical beasts (aside from megabeasts and cave dwellers) only appear in Good, Evil, and Savage regions.

Q: How do I get a wish from a leprechaun?
A: You must be in combat with it long enough for it to start sweating.  The easiest way to do this is to grab it and use non-damaging wrestling moves.  Breaking its legs can also help...

Q: Does petrification from a gorgon wear off?
A: Yes, provided it doesn't kill the target first.

Q: I hate pretas.  How do I turn them off?
A: Pretas are a challenge to deal with.  Fortunately their frequency has been reduced significantly from the original release, so they aren't as overwhelming as they once were.  If you still don't want to deal with them, you can remove the "creature_hungryghost" file from the raws.