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What is a mythical creature?
(a short intro)
A mythical creature is a creture that has been created by someone in a completely imaginative act of imagination which may be based on real creatures or steal parts from them, but is, in fact, utterly not real at all in any respect.
Mythical Creatures, What They Do and How to Kill Them
Angels are the servants of God. They were created by him (as everything supposedly was) at the beginning of time. Angels cannot be killed, though they can be forever banished to hot places, as was the case with Lucifer, who eventually became the Devil.
Elves appear in numerous mythologies, from the light elves and dark elves in myths of Northern Europe, to some pretty silly elf-like pixies in Celtic and Irish legends, and, of course, those who help Father Christmas. However, the only true elves are those that were created at the beginning of the world, who battled Morgoth for the Silmarils, whose tale is told in Quenta Silmarillion by J.R.R. Tolkien. Though they are magical, they are pretty easy to kill. If you can avoid their keen sight, excellent magical weaponary and actual magic, you can just stab, shoot or strangle one, and that'll be it.
The boring winged little girls which constitute "Fairys"* are undoubtedly some of the dullest creatures of all time. However, real Faeries, who dwell in the other-world of Faerie, which can be found just over the horizon in most parts of the world, are fickle, magical creatures who will, most likely, kill you before you get a look in. Treat them with respect, or you may be forever imprisoned in their world. As for those silly Victorian jobbies, a spade or a hard-toed boot is enough to splatter their puny bodies. Other Faeries require slightly more specialised methods, which can be looked up for each individual type.
Ghosts are spirits of the dead who have not yet been spirited out of this world to the next, be it heaven, the Otherworld, hell, Valhalla, or whatever. They move about making 'whooo' noises and haunting places. Poltergeists are special ghost which specialise in moving objects around without ever becoming visible. Most ghosts simply do whatever they did in life over and over, and so if a house is constructed on the place of their death, they often appear to walk through walls since their route during life would have been unimpeded. You can't kill a ghost*.
Vampires are particularly nasty, since they are undead. They bite into you to suck out your blood, and, once this vital bodily fluid is removed, you too become one of the undead, whose soul shall endlessly wander the Earth, hungry only for the blood of other mortals. Vampires can be scared by crosses*, since they're unwilling to convert to Christianity, and garlic*. They can be killed by driving a wooden stake through their heart, or by sunlight, which will turn them to dust. Other methods, such as chainsawing off all their limbs, will not kill them, but will certainly slow a vampire down. They also have the ability to change into the form of an animal, most often a bat or a wolf.
Witches are not the wives of wizards, as many people suspect*, but are in fact people* who are possessed by the devil (if you accept the outdated explanation) or believe that they have magickal* powers (the more modern, PC version). The myths and modern 'reality' of witches differ so wildly, that we can safely assume all witches can simply be killed in conventional ways.