Wow, that went pretty dark all of a sudden . . .
Japanese mythology in a nutshell.
There's the sunekosuri (aka, the scampuss or fat-rolly cat from Nioh 2 if you've played it), which is a pretty harmless cat yokai that weaves between your legs on rainy nights, making it harder to walk, and possibly making you trip (so, like a regular cat).
They're also said to be born from young children who died and so are rubbing against people in search of their mothers' warmth.