This list of mythical creatures that begin with this letter and I am constantly gathering information from each continent, and is continually being updated.
Helead (Greek)
In Greek mythology, Helead water nymph is any member of a large class of female entities in human form, that is either bound to a particular location, or landform, or is part of the retinue of a god, such as Dionysus, Hermes, or Pan, or a goddess, generally Artemis. Nymphs were the frequent target of satyrs.
Nymphs live in mountains and groves, by springs and rivers, and in valleys and cool grottoes. They are frequently associated with the superior divinities: the huntress Artemis; the prophetic Apollo; the reveller and god of wine, Dionysus; and rustic gods such as Pan and Hermes.