HORRORS FROM THE DUNGEON DIMENSIONS (DISCWORLD)
The Dungeon Dimensions are the great dark dimensions less than a shadow’s width away. There is endless, dry, silver sand, and it is said to be as cold as the space between the stars, and it’s populated by Things that exist just enough to hate everything that has actual substance.
They are born of nightmares, and make nightmares, and are just generally nightmarish in general. They are not large ugly furry things; those are just bogeymen, and are generally much prettier. They are not demons either, as they do not rely on belief to exist. And the pretty ones look like a cross between an ugly octopus and an angry bicycle.
They crave life in a stable reality, so they try to break through into more ordinary dimensions such as the Discworld (it says something when the Discworld has a much more stable reality than the Dungeon Dimensions have). Magic weakens the boundaries between worlds, so the Creatures of the Dungeon Dimensions gather where there is a large amount of magic, waiting to break through. They also sometimes manage to come into the mind of a wizard, and these Creatures have an affinity to the number that is four-plus-four, so wizards try not to say that number (see The Discworld Companion).
They apparently cuddle around our world for light and shape, craving only the ability to exist. They could no more survive in our world than wet paper in a shredding machine, but that doesn’t stop them wishing they could. If they ever did break through, the effect would be not unlike the ocean attempting to warm itself on a candle, but they haven’t stopped trying yet, and they never will. They are very good at waiting.
Magic doesn’t work in fighting the Things, as they feed on magic, but two other methods have been known to work; not using magic, and good old non-magical fire. When in our world, they must obey our rules, which is why they generally don’t last very long, what with having far too many legs and all those organs in the wrong place. If they take on other forms, they seem to have trouble adjusting to having less legs (or eyes or arms or just having legs at all). Those few who have managed to break through home in on sources of Magic. The UU Library is a favorite.