Banshee - in Irish folklore this fairy is held to predict an imminent death. First recorded in 1771 as Irish bean sidhe, this the phonetic spelling for 'female of the elves'. The root bean 'woman' from the Proto-Indo-European root gwen with the same meaning of 'woman'.
Bogeyman, unsurprisingly, is a combination of two words. The suffix 'man' is unchanged since at least Proto-Indo-European, while 'bogey' is another form of many dialect terms - such as 'bogge, boggart, bogle, etc, - all from the same root as Welsh bwg 'goblin' and thought to date back to 'buck', a goat-like supernatural creature and a word which can traced back to Proto-Indo-European bhugo 'buck, goat'. This is hardly a surprise as many supernatural beings are depicted with horns reminiscent of those worn by a goat.
Brownie comes from Scotland, a diminutive of 'a wee brown man' and thus comes from the same root as the colour, itself from Proto-Indo-European bher which also means simply 'brown'.
Demon still has the alternative spelling of 'daemon' in English, this the Latin word for 'spirit' and taken from the Greek daimon 'deity, divine power, lesser god'. The Greek comes directly from Proto-Indo-European dai mon 'the divider, provider' and thus only in recent times have demons been perceived with any negativity.
Devil here is used to mean 'evil spirit' rather than the alternative name for Satan. Here 'devil' comes to English from Latin, Greek, Jewish, where diaballein 'to slander, attack' (although literally 'throw across') from Proto-Indo-European dia 'across, through' and gwele 'to throw, reach'.
Elf is from Germanic folklore, where it was used to refer to any small supernatural being. Here the Proto-Germanic albiz is thought to come from Proto-Indo-European albho 'white' and a reasonable description of an indistinct ghostly image.
Fairy is derived from Latin fata 'the Fates' of Roman mythology. This is derived from Proto-Indo-European bha 'to speak, say'.
Genie comes from the Latin genius, the original meaning being 'an individual's guardian spirit'. This derived from the same root as 'gene' in 'birth, beget'.
Ghost comes from Old English gast 'breath' as well as 'good or bad spirit'. This Germanic word can be traced back to Proto-Indo-European gheis which is the root for so many words in any number of languages, all meaning 'excitement, amazement, fear, wonder' such as Sanskrit hedah 'wrath', Avestan zaesha 'horrible', and Gothic usgaisjan 'frighten'.
Goblin has an uncertain origin, although it may be from Greek kobalas 'rogue, knave' and possibly a diminutive of the proper noun Gobel.
Imp, until the 14th century, referred not to fauna but flora, the change almost gradual and initially referring to 'a little one'. Earlier this was used to mean 'young shoot, graft' and began as Proto-Indo-European bheue'to be, exist, grow'.
Incubus, credited with causing nightmares makes the origin of Latin incubo 'nightmare' and from incubare 'to lie upon'.
Kobold shares an origin with 'cobalt', a metal not named until 1733 and not used as a colour unbtil 1835. Here the metal, and thus the colour, come from the German kobold 'household goblin' - the name being taken for the ore as it contained traces of arsenic and sulphur and made the miners in the Harz Mountains ill.
Leprechaun is from Irish luchorpan 'a very small body' and from the Proto-Indo-European legwh 'not heavy' and kwrep 'body'.
Phantom, in the sense of 'spirit, ghost' is unrecorded before the 14th century, prior to that it had been used to mean 'to bring light' and is derived from Proto-Indo-European bha 'to shine'.
Poltergeist is German and means 'noisy ghost'. This is derived from Proto-Indo-European bhel 'to roar, sound', itself also the origin of both 'bellow' and 'bell'.
Spectre shares a root with 'spectrum', both from Proto-Indo-European spek 'to observe'.
Spirit can be traced to Proto-Indo-European speis 'to blow', this developing into Latin and French words suggesting 'breath of life'.
Spook is from the Middle Dutch spooc 'ghost'. While the trail ends here, we can find related words such as Danish spog 'joke' and Swedish spok 'scarecrow'.
Sprite shares an origin with 'spirit' (see above).
Succubus is related to 'incubus' (see above) but here means 'to lie under'. The word is seen in Latin succuba, used to refer to a 'fiend in female form having a sexual connection with men in their sleep'.
Troll is an Old Norse word, used as a noun to mean 'giant not of the human race' but also as an adjective 'to walk clumsily'. Here the latter possibly came from the verb form, itself meaning 'to stroll'.
Wraith is also from Old Norse, coming to English from vorthr meaning 'guardian'. Now today the 'wraith' is never seen positively and thus this Old Norse root is probably a red herring and we should be looking at the same root as 'wrath', itself having numerous forms in Germanic tongues all meaning 'anger, cruel, offended' and based on Proto-Indo-European wer 'to turn, bend'.
Zombie is of West African origin and originally the name of a snake god. It is related to Kikongo zumbi 'fetish' and Kimbundu nzambi 'god'.
These and other terms can be found in my books on the supernatural and paranormal. See how my research uncovered a relative in