So recently i have seen in films and series about this oddities that exist in our reality because people believe in them. Something that exist because of the collective imagination from people that belief in them. They may exist through urban legends, stories passed by generations, and stuff like that. I just wanna know what to specifically call them.
So I actually looked the mob psycho episode 2 season 2 as I said and actually, I've been a bit deceived. The answer I give to you here is really simpler than what we could expect:
Urban legends are mostly terrifying characters or stories related to them that we share for fun or by fear, most of them have a simple explication as a murderer or a wild animal on the loose but we can't actually ever be sure of the explication.
Actually theses stories and the associated fears only exists because we keep believing in them and tell about them. We can find theses kind of creatures in every kind of culture and actually most of the cultural lore may have been based on Urban Legends that have been enhanced with many generations sharing them.
I don't actually have any mythologic or cultural lore based answer but I think that's the closest we can get without any long specific research in every religions and culture.
If I understand your question correctly, you are referring to things becoming real because people believe in them. The term you are looking for is tulpa, also known as "thoughtform" (follow the link for variant names). Tulpa is a concept in mysticism and the paranormal of a being or object (usually a monster) which is created through spiritual or mental powers. The word and idea is of Tibetan Buddhist origin, and originally referred to a creature that is emanated by the siddhi power of a mystic's meditation.
Some dictionaries and encyclopediae define the term "cryptid" as an animal whose existence is unsubstantiated. (perfect example would be bigfoot)
An animal whose existence or survival is disputed or unsubstantiated, such as the yeti.
A conspiracy theory is the fear of a nonexistent conspiracy or the unnecessary assumption of conspiracy when other explanations are more probable. Evidence showing it to be false, or the absence of proof of the conspiracy, is interpreted by believers as evidence of its truth, thus insulating it from refutation
Reification (also known as concretism, hypostatization, or the fallacy of misplaced concreteness) is a fallacy of ambiguity, when an abstraction (abstract belief or hypothetical construct) is treated as if it were a concrete real event or physical entity.
In other words, it is the error of treating something that is not concrete, such as an idea, as a concrete thing. A common case of reification is the confusion of a model with reality: "the map is not the territory". Reification is part of normal usage of natural language (just like metonymy for instance), as well as of literature, where a reified abstraction is intended as a figure of speech, and actually understood as such. But the use of reification in logical reasoning or rhetoric is misleading and usually regarded as a fallacy.
From Late Latin apocryphus (“secret, not approved for public reading”), from Ancient Greek ἀπόκρυφος (apókruphos, “hidden, obscure”, thus “(books) of unknown authorship”), from ἀπό (apó, “from”) + κρύπτω (krúptō, “I hide”). Properly plural (the singular would be apocryphon), but commonly treated as a collective singular. “Apocryphal” meaning “of doubtful authenticity” is first attested in English in 1590.
An old wives' tale is a supposed truth which is actually spurious or a superstition. It can be said sometimes to be a type of urban legend, said to be passed down by older women to a younger generation. Such tales are considered superstition, folklore or unverified claims with exaggerated and/or inaccurate details. Old wives' tales often center on women's traditional concerns, such as pregnancy, puberty, social relations, health, herbalism and nutrition.
A supposed truth that has been passed down by word of mouth A rumour, myth or superstition; something which is almost certainly untrue, despite acceptance by many.