Creatures
Thestral
Thestrals are skeletal winged horses that pull the Hogwarts carriages. They are visible only to people who have seen death and understood it. Harry first sees them at the start of his fifth year. They later carry the rescue party to the Ministry, and they graze in the Forbidden Forest.

First mention
Harry Potter and the Order of the PhoenixChapter: Luna Lovegood
On the ride up from the station, Harry sees the thestrals in the harness. Luna Lovegood can see them too and tells him what they are.