The CrannOnce in a blue moon, a Fae will grow so powerful through faith and belief that they will become powerful enough to grant followers or worshipers blessings based upon what they embody. These are called 'Crann', or 'Wild Gods'. The Crann are a very important part to Elven and Fianni folklore, and are venerated as deities.
The YokaiYokai quite simply, means 'misunderstood' or 'creature that isn't known'. They are strange, capricious members of Fae that work in such a bizarre fashion that they're completely unknown, even to those that interact with them. A Yokai is very rarely known of purely due to a combination of them being rare, and their typically hostile demeanor. They are considered Fae, and sometimes, likened to the Oni.
The OniThe Oni, on the other hand, are genuinely malicious Fae that always have some sort of hostile intention towards men. They are the embodiments of things considered awful; while a Fae may embody something as fine as clear waters or the trees across the world, an Oni embodies treachery, deceit, and malice. Oni always have hostile intentions, and are driven to carry out their primal urges out on everything around them.
Fae have always been found across the world in Veska. They are not false, but fact. Thus, any history on them has likely pertained to an actual event carried out by a Fae spirit of sorts. There are dozens of different events that may have occurred from the Fae themselves; from the countless sightings of @Ceana washing grime and blood from the corpses left by a grueling battle, to the wrathful ocean waves spurned forth by @Gaine. Chances are, if there's folk lore about it, there may just be an actual force behind it all, unseen or otherwise.
The Fae are common knowledge amidst the Elves and @Elafi. Humans may hear of them, but are typically limited to folk tales outside of societies that accept the druidic faith -- a very rare thing.
Humans: Typically have rather negative reservations towards the Fae due to their folklore being associated with pagan religions. They are thus often at odds with the faith of the Church, with only the @Vank people accepting their faith due to their unorthodox faith in Aine. Elves & Elafi: The Fae are simply worshiped and accepted by the Elves and Elafi; they are widely regarded as the equivalent of deities.