The Spirit World is full of strange, alien entities that range from barely-sentient motes of spiritual power to terrible and alien gods. And all of them are literally incapable of thinking like humans do, which makes them extremely dangerous; even a spirit of Love, Friendship or Joy can do terrible, unspeakable things to humans simply to promote its own nature. And, what's worse, they all basically want to get into the material world, where they do fun things like take over human beings.
Worse than even average spirits are the Maeljin. These are the Incarnae (spirits of such power they are, for all practical purpose, gods) of the Seven Deadly Sins, plus the Incarnae of Deceit and Destruction. They're much the same as regular spirits, but Up to Eleven; they want to turn the entire Spirit World into one giant Wound.
The Hosts are scary, too. Malevolent demon-gods shattered into many pieces, they now inhabit the bodies of ordinary animals. Given the time, though, they can grow in strength and power and become far more terrible monsters, who gnaw their way into living human flesh and begin eating them from the inside out to assume ghastly semi-human forms.
Azlu: Giant spiders who live to feed and to weave, slowly thickening the Gauntlet that lies between the two worlds, stifling the minds and souls of all things — and people — in the area around them, reducing mortals to shuffling zombies, no better than cattle, ready to be snared and devoured.
Beshilu: Maniac rats who seek to gnaw holes in the Gauntlet, opening the way for armies of spirits to come through and claim human bodies for themselves.
Srizaku: Locust swarms are scary enough to begin with; imagine a locust swarm that eats flesh. A great mass of flying bugs and bug-men that descends in an unstoppable tide upon entire villages and leaves behind nothing but ruins and gnawed-clean bones.
Halaku: Eye-eating crows that can see through the bloody sockets of any person whose eyes they eat, and whose motives remain a mystery. Nobody knows why they do the things they do. They just do it.
Razilu: The Snake Hosts, creatures so mysterious and rare that nobody knows what they want. Are they mad healers who attempt to cure others by doing things like stripping away all their emotions? Slumbering monsters that wake and then interact with the world as if they are still caught in one of their timeless dreams? Predators who seek only to devour all other Hosts? Nobody knows... and Nothing Is Scarier.
Adarusharu: Wolves who feed on fear and flesh with equal fervor, capable of slipping freely from Material to Shadow and back again, seeking only to grow in numbers until they can devour the world.
Usudwirku: Sentient fungi that infest corpses and reanimate them, using them to harass and bedevil werewolves while the fungi itself grows in loci, creating fields of toxic mushrooms that can and will kill anything that approaches with showers of poisonous spores.
Uglathlu: Worms that can only infest the bodies of those who were already on the road to pure evil, raising the corpses as steadily more disgusting, worm-infested sacks of skin and bone, the very presence of which creates Wounds and inexorably pushes those around them off the Moral Event Horizon, driving them deeper into depravity.
The werewolves themselves are frightening enough; they're an entire race of half-flesh, half-spirit things that live a few steps away from flying into a berserk fury and the mere sight of which can drive people insane. Of these, maybe a third of the race want to do their "job" of destroying the Hosts and keeping humans safe from the spirits (who loathe them for it and who do everything they can to thwart them). The other two thirds of the race basically regard humans as mere livestock and want to openly conquer the world, creating a hellish new reality in which humans would be slaves to werewolves and spirits alike.
And then it gets worse. Some werewolves can't stand up to the mental and spiritual punishment the world dishes out to them; these become the Zi'ir ("Broken Souls"), which are all the psychotic fury of a blood-mad werewolf and absolutely no control or sanity left. Other werewolves, the so-called Bale Hounds, have decided that evil is winning... and they want to be on the winning side. So they actively serve and promote the agenda of the Maeljin.
One of the horrors mentioned in Wolfsbane? Irinam the Colossus. She's the incarnate Spirit of the United States of America. And she is, even by spirit standards, totally insane.
Su Ubh is a spirit called the Mockingbird, who lures humans out with the sounds of people in distress, then abducts them to the Shadow and lets them starve. If they somehow escape, then, in a year, it will come to them and leave a baby crying on their doorstep — not a monster that looks like a baby, just a normal human baby it kidnapped from somewhere else — and arrange things so that they end up leaving it to die out in the cold.
Vespertilius; lycanthropy as a sexually transmitted disease, that incites you to seduce others to your bed... and then kill and/or eat them.