Harpy

They belong to the sky. Anything high enough to count as Space, and the airspace around floating islands, produces them with no trigger from you at all. There is one restriction that catches people out: before Hardmode they will not spawn in the middle strip of the map, a band roughly a tenth of the world's width centered on the map's midpoint. That is why the sky above your first base stays eerily quiet on an early run, and why it stops being quiet the moment the Wall of Flesh goes down and the restriction lifts.

A Harpy Statue is the only way to get one anywhere else. If one of those happens to generate on a live wire underground, you can end up meeting a harpy in a cavern, which is otherwise impossible.

One is nothing. The on screen limit is generous, it rises after dark, and it rises again during a Blood Moon, so what you actually meet around an island is a wall of feathers arriving from several angles at once. Each burst is slow and badly aimed. That stops mattering when six of them are firing at you while you are trying to place blocks in midair, and their contact damage does the rest once you are pinned.

• They cannot enter liquid, and their feathers slow to a crawl once they cross water. A sky lake is a far safer place to work than the cloud beside it.
• The feathers expire after a set distance, so simply backing off far enough ends the threat without killing anything.
• If you are mining clouds or fishing up there, sealing yourself into a small box and ignoring them is faster than fighting them.
• Knockback protection from a Cobalt Shield or one of its upgrades is what lets you break out once a swarm has you pinned over open air.
• Starfury drops damage onto things you cannot reach, which suits an enemy that likes to sit above you. Minions, sentries and homing weapons work for the same reason.
• Do not build a wooden platform grinder. They ignore platforms and will not funnel into one.

The name and design come from Greek and Roman myth, where harpies are wind spirits with a woman's face and a bird's body. The game keeps the territorial half of that: its bestiary line has them defending their patch of sky by firing their own feathers at anything that trespasses.