I love just how simple yet captivating the Grim/Black Dog is. It isn't even necessarily aggressive, but just the mere sighting of it elicits dread and heralds doom.

Balor from Irish legend - who doesn't love a giant with a frickin laser beam for an eye

I'm fairly partial to Baba Yaga in all her forms/myths.

The Mordred answer is a great one. To add a new name to the list though, I'll pick the Korrigan. Old stories of them would eventually inspire Tolkien to write The Lay of Aotrou and Itroun, which is a delightful read about a couple that wants to have a child but struggles to conceive. The noble husband encounters a strange woman in the woods that offers to help, fuckery ensues.

Edit to add, just in case that doesn't scratch your mythology itch the right way, another great one: Set or Seth from the Egyptian pantheon

Another edit because I can't help myself: Enlil! He's from the Sumerian mythos, and in the Atrahasis story he is the god that decides to send a flood to wipe out humanity. Luckily, another god named Enki has a human he really likes that he gives a head's up to. Another fun story that shares some similarities with the Noah's Ark story.

Mordred, from Arthurian legend. If Arthur had embraced him as a son, been a real father to him, would Camelot have fallen? The whole thing is very "for want of a nail" and that's part of what makes it so tragic.

Clytemnestra. Agamemnon sacrificed their daughter, disappeared to war for 10 years, shows back up with a sex slave and is just revered as a hero. Fuck that guy. I'm glad she killed him. He deserved it.