People say there are shades, or people's souls in the astral plane. Gods and goddesses, which are natural energy that have been given human qualities so we can worship and ask things of them. There are thoughtforms, servitors and familiars, which are spirits you make to serve a purpose. There are also Dryads, nymphs, devas, and elementals, and demons (good and bad) which are lesser natural spirits that may be given human form.
There is a consensus here that Vampires, Werewolves, and Mermaids are not real in any way.