A fellow on /tg/ was trying to come up with some monsters for a post-apocalyptic horror game. My first question for him was simple: Do you want the kind of monsters you blow fleshy chunks out of with guns and plenty of ammo, or the kind that stalk you through the shadows like surreal nightmares? He was after the latter, and had actually been considering having the creatures be intangible (though they'd still have a high body count). Here's what I suggested.
The monsters *are* entities that, objectively, exist- at any given moment, two people looking at one of these creatures will be observing the same thing (heck, if you've got a working camera you could take a picture of them, though any situation where you'd have a decent shot isn't going to be one with a good chance of you getting out alive). They're sentient, and certainly intelligent to some degree. But they also seem to exist almost entirely in our own minds- for the most part, they can barely affect the physical world. The one exception is us- one swipe of a claw and you'll be bleeding profusely beneath undamaged clothes. And while they'll often toy with a victim like a cat toys with its prey, they'll throw people around like rag dolls once they're agitated enough.
Getting into "things the players don't know at first" territory:
-They quickly lose the ability (or possibly the inclination) to affect someone who's dead. In fact, they quickly lose interest in doing much of anything after one victim dies. . .well, most of the time. And that's not gonna stop other victims from bleeding to death shortly after.
-Interestingly, they'll also pay little attention to someone who isn't conscious- or at least, they won't start paying attention. Their focus waxes much quicker than it wanes. One end result of this would be children waking up to see the bloody remains of a mother who never made a sound, rather than crying out and thus waking them up.
-Whether it's correlation or causation, their attacks do less damage to someone who manages not to panic. This doesn't mean not feeling fear- that only happens if you're dense and naive, and it doesn't protect you- it means feeling intense fear and resisting it enough that it doesn't affect your actions. Some elders (and there aren't many out there) advise people to stand and face a beast rather than trying to escape- not because that makes it less inclined to attack, but because that way there's a chance your injuries won't be lethal. Of course, alot of that hinges on there being someone else at the scene who's freaking out more than you.
-The creatures are fairly territorial. Each seems to have its own quirks, abilities, form and general personality (though these evolve over time)- residents typical tell stories about it and call it by a nickname. Personally, I'd use the monster in the '9' short film (and likely the monsters in the feature film version, haven't seen it) as a reference:
Also, it'd be interesting (i.e. really damn creepy) if they could imitate human behaviors-i.e. this twisted nightmare thing occasionally makes some casual nonverbal gesture you'd see a person make in conversation, or whispers something under its breath when before now it only made guttural, inhuman howls.
Perhaps it's not an imitation, and they're spirits of the dead who retain trace amounts of their old selves.
Or maybe those trace amounts come from their latest victims.