The Fenris wolf, the Midgaard Serpent, the Frost Giants etc. But in Greece we have centaurs, chimeras, gorgons, medusa...truly creatures beyond the pale, beyond what we, as primitive many, encountered in the wilds. Even the undead are more grounded than these creature, as the idea of rising from the dead is nothing out of the human experience...many have seemed dead and came back for instance. Frequently coffins are found with claw marks on them, on the inside (well not anymore). So even that is within the normal.
But a winged lion with a scorpion's tail? Not so much.