There are quite a lot of creatures from our real world ancient myths, that exist in the world of GoT: giants, dragons etc.
However, are there any creatures that are mythical in both worlds? Creatures mentioned in either book or show which are mythical both in our real world ancient myths and myths of Westeros/Essos?
The only creature that comes to my mind is the Kraken from Scandinavian myths, as I am not sure if it exists in GoT although it is a symbol of Greyjoys.