hi! you're asking about a large geographical area (Europe?) during >thousand years, so just a tip that you could get more in-depth responses if you narrow it down somewhat. Meanwhile, you may be interested in some previous posts

folklore

• Did the average commoner believe mythological beasts were real?(Dragons, Fairies, giants ect.)

• Did medieval Europeans really believe dragons existed or were they just fairy tales like they are today?

• Would the sea monsters, fairy tale creatures, and fantasy lands on the Carta Marina map of Scandinavia (made in Venice in 1539) have been believed to be real by people of the time?

• In Europe 1000 years ago were magical creatures viewed as accepted fact, or would they be more analogous to something like UFOs or ghosts in modern times?

• Were there cases of families treating their children badly because they feared their child was a fey, troll or changeling? (If I need to be more specific, then Scandinavia.)

• Interpreting weird medieval phenomena

• Why didn't elves survive the transatlantic crossing?

• Question regarding the interpretation of Gaelic folklore

• When did "faerie" become benign-magical and not scary-magical? What did "faerie" mythology entail in the pre-modern era?

• When did it become "odd" for people to honestly believe in things like ghosts, magic sea monsters, etc.? Did it happen at different times for different areas or for different reasons?

deep dive on Ancient Greece

• Did some Ancient Greeks not beleive in the literal truth of Ancient Greek myth and/or were atheists? Need help finding sources. - post includes a link to the FAQ & a post which includes more links regarding belief in general & in myth