Are there myths that feature such beings?
My answer to a question by a commenter: The question says no gods. Supernatural beings that aren't gods and deities that aren't gods (if this possibility exists) are ok to talk about.
Väinämöinen, in Finnish mythology, was the son of the Air Maiden, the creator goddess Ilmatar. Väinämöinen was born into a barren land where trees and plants had yet to grow, symbolizing the state of creation before the explosion of life (and the time after the glacial I’ve sheets receded in Northern Europe). He was a magical bard, not a god, but not entirely a man.
Also in Finnish mythology was a bird who laid her eggs on Ilmatar’s knee when the goddess was resting in the seas of chaos. The eggs heated and Ilmatar jerked her leg away. The yolk became the sun, and the whites became the moon and the stars. I can’t recall what the fragments became, but they may have become land. The bird has been depicted as a teal or an eagle, and has been depicted as a variety of species.
In Estonian mythology, there is an old creation myth of a bird laying three eggs that is closely related to the Finnish myth. One becomes the sun, one the moon, and one the earth.
In Norse Mythology, Audhumla was the primordial cow who suckled Ymir, the first giant who was born from the ice of Niflheim and the flames of Muspelheim. She licked away the ice of Niflheim to reveal the ancestor of the gods, Buri. It is unclear what happens to her after these events. However, this does occur before the earth is created.
In Greek mythology, there are the Cyclopes, Hecantocheries, and even the Titans who weren’t necessarily immaterial. These races were created before humans.
There are probably more examples, but these are the only ones I can think of off the top of my head.
I know one for certain, the pre-adamite Jinn in Islamic mythology.
A Jinn is an invisible entity, created by God out of a "mixture of fire" or "smokeless fire", who roamed the earth before Adam.
The community of the Jinn race were like those of humans, but then corruption and injustice among them increased and all warnings sent by God were ignored. Consequently, God sent his angels to battle the infidel Jinn. Just a few survived, and were ousted to far islands or to the mountains. With the revelation of Islam, the Jinn were given a new chance to access salvation. But because of their prior creation, the Jinn would attribute themselves to a superiority over humans and envy them for their place and rank on Earth.