This list of mythical creatures that begin with this letter and I am constantly gathering information from each continent, and is continually being updated.
Pegaeae (Greek)
In Greek mythology, the Pegaeae were a type of naiad that lived in springs. They were often considered great aunts of the river gods (Potamoi), thus establishing a mythological relationship between a river itself and its springs. One group of them dwelled in the spring of Pegae, and were responsible for the kidnapping of Hylas.