These are some habitats that magical creatures live in:

Forests

Forests are damp, dark, and mysterious.  Many magical creatures lurk in the depths of forest, waiting for someone or something to come along for them to scare.

Forest Creatures:

Swamps

Swamps are wet and filled with vegetation, like marshes.  Creatures wait below the water until their prey comes.

Swamp Creatures:

Water

Water includes oceans, lakes, and rivers.  Many mythical characters have run into water creatures.

Water Creatures:

There are other creatures who don't dwell in a specific place.  These include Gryphons and Pegasuses.