I'm currently working on a project where I'm diving deep into British folklore, specifically creatures. In doing this research I've found that everything is really complicated and intertwined. If anyone has suggestions on good reference material it would be extremely helpful, as I really want to cross-reference to make sure I capture everything correctly.
I'm currently reading through British Goblins: Welsh Folk-lore, Fairy Mythology, Legend and Traditions which has been incredibly helpful if anyone knows of similar sources. Also feel free to throw out good references to folklore from other cultures. I'll probably expand into other cultures at some point, but right now I'm specifically focusing on the UK and surrounding area. Thanks in advance!
Katharine Briggs has many of the classic works on British folklore and specifically on British fairies/goblins, pixies/elves, etc. Although this is the Wiki page on her, it includes a list of books by Briggs, and that may be of use to you.
I recently published a book that is way too expensive (but maybe you can find it in the library): The Folklore of Cornwall: The Oral Tradition of a Celtic Nation (2018). Fortunately, I have posted a number of treatments of this subject; see all the articles at my academia.edu site. This site has several articles (for free!!!), which I adapted for chapters in the book. Specifically, you may be interested in my recent comparison of Cornish and Devonian pixies, which appeared in Folklore (the British journal on folklore studies). It is my post-book study that uses my Cornish work to broaden the topic of research into the south west of Britain.
I hope this helps. Let me know if I can help. Your question is very broad, so narrowing things down with specific questions will provide a better means to direct a discussion.