It's a bit of a misnomer, since 'creatures of the night' also refer not only to the strictly nocturnal vampires, but also to fae and weres which may roam during the day, but the term generally refers to sapient creatures humans live alongside but are largely unaware of. They're technically a subset of cryptids, which are often non-sapient. Stories of cryptids are also much more recent than when the creatures of the night were first whispered about. But what creatures of the night are is the things that this game features. They're what monster hunters hunt, and what you can play as.