Do you have any fun local urban legends? We are watching Weird or What (Shatner is the best) and it's the Jersey Devil episode. I'm pretty sure I believe it's, at least, totally possible that there are undiscovered species out there that we don't understand.
Here's the story of the Jersey Devil. In the 18th century, a woman (Mrs. Leeds) was in labor with her thirteenth child. She was fucking tired of having babies! She called out, "Curse this child!" She gave birth to a monster with claws, horns, wings, and a forked tail. The baby promptly killed his mother and as many nearby people it could get to, and flew up through the chimney. Residents near the Pine Barrens in NJ have reported all kinds of sightings over the past couple hundred of years. People report seeing the creature run in front of their cars, attack them in the woods, etc. There was a rash of sightings in January 1909 that made it to the newspapers and a group of local men even banded together to hunt and kill it. Police officers went on record with their own eye witness sightings.
"I'm not a rude bitch. I'm ten rude bitches in a large coat."