Myths

Myths are closely tied to religious beliefs and constitute a significant element in cultural traditions in every known human society. Myths and a system of myths, a mythology, are a complicated matter involved with cultures, languages, and development and interaction of civilizations during history. The study of myths is an integral part of anthropological research, sociology, cultural history and often involves discussions using Semiotic and Structuralists concepts. 

Dictionary.com defines the word quite broadly with its modern connotations

myth
noun

1. a traditional or legendary story, usually concerning some being or hero or event, with or without a determinable basis of fact or a natural explanation, especially one that is concerned with deities or demigods and explains some practice, rite, or phenomenon of nature.
2. stories or matter of this kind: realm of myth.
3. any invented story, idea, or concept: His account of the event is pure myth.
4. an imaginary or fictitious thing or person.
5. an unproved or false collective belief that is used to justify a social institution.
Dictionary.com

The list of such creatures is long and varies from culture to culture.  Dragons are interesting because they are such a global phenomenon. Most cultures also know giants and many kind of divinities, supernatural heroes and beings with stories and artistic depictions that set them to the huge and complicated world of mythologies.

In the broadest sense a myth can refer to any traditional story, although folklorists prefer to use the term to refer to a sacred narrative that validates a religious system. Normally, myth transpires outside or before human time. Mythic events within human history are often termed legends. Origin myths concern the origins of the world, and explain how the world and the creatures in it came to have their present form, whereas founding myths (Greek aition) are the etiological myths that explain and justify the origins of a ritual or the founding of a city. A political myth can represent a particular interpretation of a historical experience or policy, or some acknowledged historical antecedents, invoked in the present to justify a certain policy.

Mythology denotes a body of myths or their study.
wikipedia

Greek mythology
The word myth comes from the Greek language which is appropriate since ancient Greeks have such a place of honour in the creation of mythologies.

The term mythology can refer either to the study of myths, or to a body or collection of myths. As examples, comparative mythology is the study of connections between myths from different cultures, whereas Greek mythology is the body of myths from ancient Greece. In the field of folkloristics, a myth is defined as a sacred narrative explaining how the world and humankind came to be in their present form. Many scholars in other fields use the term "myth" in somewhat different ways. In a very broad sense, the word can refer to any story originating within traditions.
wikipedia