I’m no expert, but based on my reading I think there’s 3 main kinds.
- There’s the spirits, which can prey on humans, and then
- there’s “wendigo psychosis” which is suffered by those starving to death where they turn cannibal (honestly humans do this quickly, even before they actually start to genuinely starve), and
- The criminal version that we don’t talk about here, because they do really gross illegal shit to get into what’s basically a cult.
The spirits inspired the naming of the other two, which are human inventions.
I’m not a Native American that could have grown up with the stories but is sworn to secrecy - in those parts there’s a parallel with the Celtic lands where we are admonished as children to never talk about the Fae, because talking about them draws them to you.
This is also said of the Sasquatch types - or races maybe - but not of say, Dogmen that are fully and only physical. It only applies to telepathic beings that have energy bodies not physical ones, aka “spirits”. However, many energy beings can manifest in the physical to some extent.
Or they could be more like apes as we were that diverged in evolution and retained their natural attainment of siddhis where we have that blocked in us and have to work really hard to unlock our siddhis.
Some bigfoot researchers count many types of sasquatch, at least 4 in North America alone, plus worldwide versions, like the yeti, the yowie, the yeren and others - and maybe the wendigo is a type of sasquatch also.
These types all have varying physical attributes when they manifest, just as humans do only moreso, and some are vegetarian and peaceful, but some are omnivores and hunt, including hunting humans.
If nothing else, it’s really good entertainment. Thanks to human’s sheer numbers and industrialization, most of us will never have to worry about actually putting their existence to any kind of test. 
(I have mixed feelings about this lol)
Yes, if it’s spirits without a physical body of any kind, we pretty much know what to do and there’s tons of techniques to keep clear of them.
Yes, these are called “siddhis” in yoga but all 8 of the big main religions include stories of people having such abilities. They take a really long time or long work to gain.
I think you would really like the book I just recommended over in the Book thread: