You have to suggest possibilities.
Not necessarily the ones that turn up. But the way the story is written needs to suggest that there are more monsters in the wilderness than ever came out of it. (Or, of course, more intrigues in the magical city than ever came to surface.) Rumors, tall tales, bits of history (not necessarily accurate) tied to landmarks, and distant sightings.
This is all the more important if the characters are aware of the possibilities. For a character to remember trolls only when they meet one -- whether they thought them legend or fact -- may pass once, but soon it becomes clear that the world-building is flimsy, the troll never existed before and was invented by the author on the spot.
Especially if some characters know, others don't, and the sensible thing would be for the first group to talk to the second.