Dodos never went extinct. They're actually magical birds called diricawls and are capable of teleportation. The Loch Ness monster's actually a shapeshifter, and hides whenever muggles try to look for it.
Some rhinos are actually erumpents, whose horns explode upon touch.
Brown Note: Fwooper song, if listened to too much; eyes of a Basilisk.
Cassandra Did It: Augries are feared because their cries are said to cause death. In reality, they're just predicting rain.
Comically Missing the Point: Hermione points out that Ron could have used the money he wasted on Dungbombs to buy a new book for himself. He replies with, "Dungbombs rule."
Continuity Nod: The entry for the Kappa, a Japanese creature that Snape claimed was more commonly found in Mongolia during Prisoner of Azkaban. "Snape hasn't read this."
The entry of the Hungarian Horntail describes it as the most dangerous dragon breed of all: Harry noted "You're not kidding".
Dark Is Evil: Any beast or being classified as a "Dark Creature" falls under this. Dark Creatures (or "Demons" as they are classified) consists of anything that is capable of magic and use said magic for the sake of malicious intent rather than survival. Dementors, werewolves, and boggarts are all considered Dark Creatures whereas chimeras, manticores, and dragons are not. This is because a dragon will only attack a wizard (or Muggle) to defend itself or for food while a werewolf will attack to turn another human into a werewolf or out of murderous intent.
Deadpan Snarker: Have you read Harry and Ron's commentary? There's also the arguments Ron and Hermoine get into.
Early-Bird Cameo: Many creatures first appeared here before being mentioned in the books. Even Thestrals are included, albeit as a minor reference under "Winged Horse".
Then there's the erumpet, a rhinoceros like creature that has an exploding horn. In Deathly Hallows Xenophilius Lovegood has one's horn on his wall (thinking it belongs to a Crumple Horn Snorkack) and his accidentally blowing it up helps the trio escape.
Exact Words: Early definitions of "Beings" were done with human centrism in mind, leading to definitions like "creatures who walk on two legs" or "who speak the human language." This would leave out obvious beings like centaurs and merfolk, but accidentally include a lot of creatures, such as trolls, augries, fwoopers, or vampires. Havoc ensues. The definition that stuck was "Any creature that can understand the laws of the Wizarding World", which helped tighten the list to just sentients.
Feuding Families: The McCliverts and the MacBoons (the former, possibly, transformed the latter into five legged, hairy monsters; the latter proceeded to eat them).
Foreshadowing: The Demiguise is mentioned as a huge, gorilla-like creature whose silky hair is used to create invisibility cloaks. These cloaks are said to wear out over time. Harry's cloak has been around for years and is still fully functional, becoming an important plot point in Harry Potter and the Deathly Hallows.
Footnote Fever: Not just from the author, but from Hermoine, Ron, Harry, and various others. If it's from the gang, expect it to be arguing, nitpicking, or Harry telling Hermoine and Ron to stop arguing.
Not the Nessie: There is one, but it's part of a larger species, and is a shapeshifter - it turns into something else whenever muggles look around for it.
Our Dragons Are Different: The book obviously depicts every single species of dragons in the Potterverse. Most seem for some reason to be European (even the South American and Australasian species), with only one species based on Chinese dragons, and even so being more akin to European forms as it breathes fire and is malevolent (although all of them are more animalistic than anything, harkening back to the pre-Tolkien versions of the myths).
Our Griffins Are Different: Classical griffins and hippogriffs (note that hippogriffs were a part of mythology, but mostly as a figurativly unlikely creature, since horses and griffins were enemies).