There are not many limits to the mythical beings/monsters you can choose from. Mainly just saying no to using gods from mythologies and making sure you've researched your choice For werewolf characters, they have all drank a potion called The Eclipse. It just negates the effects of the full moon and gives control of the change to the person. They do have wolf ears and a tail though, as a side effect. Vampires don't actually burn in the sun, though they tend to keep shade around anyway. Also these days they don't feed off people. At least not live people. Next CW is a food your character likes Harpies can be both male or female, and there is a harpy species for every bird species. Humans can get magic through two ways. Either be born from a parent with magic, or make a deal with the forces maintaining the universe itself. Though these deals usually come at a heavy cost.
Non-human individuals live in their own cities, though this will focus on a specific set of locations given in the setting project Ask any other questions here, I'll answer