Other than the Gods, many creatures exist in the five worlds.
Humans: Most live on Earth while a million or so live in the Mirror World. No further explanation required.
Elves: Love plants. Love nature. Known to be protective of nature, especially the plants and animals they took care of and raised themselves. They're very kind and gentle creatures in general. (With some exceptions.) Except to humans, that is. Humans, in their eyes, can't be forgiven for the unspeakable sin their ancestors committed. (They sure hold a grudge...) As for what the sin is...it's unspeakable.
Demons: Known for their violent ways. Are ruled by the one and only Demon King, to whom, unlike humans believe, they are completely loyal. They are(were) actually a pretty united species (if you ignore the discrimination against low-class demons, that is). Their last (official) king was killed thousands of years before the war by a human(yes, the 'hero'). The only remaining heir, due to special circumstances, could not take his rightful place on the throne. This created internal strife between the remaining demons and tore apart the once unified species.
Vampires: Drink blood. Not necessarily human blood but they prefer it as the rich emotions of their victims give the blood more flavor. The purer their blood, the more harmful the sun is to their skin. It doesn't burn them per se. It's more like a severe allergy to the sun which causes them a lot of pain. As for holy water and crosses, they are enchanted with light magic so they will of course cause vampires (and anyone that uses chaos-type magic) harm. Generally, the more powerful they are, the more intensity they will reject the light magic. However, if they figure out the correct dosage, vampires can gain resistance to holy water. And lastly, garlic is just unpleasant to them because of its smell. Vampires live in small communities called covens (along with witches, their allies) which are ruled by a Coven Lord(usually a pure-blood). The Coven Lords are part of a vampiric council that decides the fate of all vampires. They were the first species to establish a democratic system of government. (This is why vampire novels exist but vampire kings are basically unheard of.)
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The following creatures exist as part of the Underworld. They are all under the command of the Goddess of Death.
Grim Reapers: Harvest souls meant to go to the Underworld using their scythes. Consider their role to be much more prestigious than that of devils and shadows.
Devils: Bestow punishment upon souls imprisoned in the Underworld. Generally don't like the Grim Reapers who don't like to get their hands dirty.
Shadows: The servants that make sure that the Underworld runs smoothly. Looked down upon by the other two species, but consider themselves the puppet masters controlling everything from the dark.
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There are other species created(or chosen) specifically to serve the Gods.
Guardians: Guard the portals(gates between the five worlds, more of a permanent creation than the one the Almighty created in chapter 12) and operate them when necessary. Apart from them only mid-Gods and High Gods can use the portals freely. They decide who is allowed through and will report their information (for record-keeping purposes) to the Goddess of Knowledge(who is in charge of them by the way). Have a higher status than low Gods but lower than that of mid-Gods. They were chosen by the Goddess of Knowledge.