The Pokémon franchise is split into different forms of media and each one treats Pokémon in a different way. In the videos, the Pokémon are often just a block of stats and abilities, while the anime is able to give them a personality and self-contained stories that flesh out their lore. This means that there are Pokémon with interesting canon lore in their backstory, which aren't reflected in their designs or performance on the battlefield.
The Pokédex is meant to be an encyclopedia of all Pokémon within its pages. This is rarely the case, however, as Pokédex entries often make wild claims about the origins or abilities of Pokémon that aren't depicted on-screen. The Pokédex talks about Pokémon murdering humans, kidnapping children, or even Pokémon eating other Pokémon as part of the food chain. It's thought that the Pokédex contains apocryphal tales from an era when people didn't interact with Pokémon as often as they do in the modern era.
Pokémon's age rating, on 3DS or more modern hardware, indicates it's for kids, but the developers and localizers have been able to hide some interesting tidbits in the lore of certain Pokémon, without them being relevant to the story of the series. This means that there are Pokémon with fascinating lore that is more interesting than anything else about them. Pokémon get up to all kinds of twisted things when not being carried on the belt of a Pokémon trainer.
Froslass Creates Museums Of Frozen Corpses
There are few Pokémon with lore as interesting as Froslass. The Pokédex claims that a Froslass is actually the reincarnation of a woman who dies alone on a mountain and now gains sustenance from feasting on the souls of men. This is clearly just a legend, as Froslass evolves from a female Snorunt Pokémon that has been given a Dawn Stone, with no horrific accidental deaths in mind. The Pokédex is just referring to the fact that Froslass is inspired by a Yuki-onna, which is a yokai from Japanese mythology that is meant to be the ghost of a woman.
The creepiest part of Froslass' lore is the habits of wild members of the species. According to the Froslass Pokédex entry in Pokémon Black and White, Froslass freezes the bodies of both humans and Pokémon alike and keeps them as decorations in its home. This is some Silence of the Lambs level of creepiness and it's not surprising that a player in a Pokémon game has never stumbled into the frozen corpse museum of a Froslass.
Golbat Feasts On The Blood Of Humans
Golbat and Zubat have earned a reputation for being some of the most annoying Pokémon in the series, due to how they often endlessly harass the player as they travel through caves and mountains. It's for this reason that a lot of players never even bother using one, as they get sick of the sight of bat Pokémon. The people in the actual Pokémon world have even more reason to be afraid of Golbat, as many of their Pokédex entries claim that they gorge on the blood of humans and Pokémon, to the point where they grow too heavy to fly.
A Golbat can drink 10 ounces of blood in a single bite, which isn't great for humans, but would be especially dangerous for a small Pokémon. What's interesting about Golbat is that the Pokédex has never shied away from the fact that it drinks blood, with even its most recent entry in Pokémon Legends: Arceus claiming that Golbat loves slurping down the plasma of its victims.
Mr. Mime Will Beat Up Anyone Who Interrupts Them
Mr. Mime is a creepy and hauntingly unsettling Pokémon to some, due to its clown-like design and its mannerisms as it mimes. The people in the Pokémon world need to pay attention when Mr. Mime is miming, as it takes its art form very seriously. The last thing someone wants to do is interrupt a Mr. Mime in the act, as several Pokédex entries claim that it will stop what it's doing and smack the perpetrator around with its massive hands. Some Pokédex entries even specify that Mr. Mime will use Double Slap to beat the interrupter, be they human or Pokémon.
Smeargle Makes Paintings That Are Worth A Lot Of Money
The Pokémon world is a utopia, where people need not go hungry or homeless. There is money in the Pokémon world, but no one seems interested in acquiring it. There are ways to acquire lots of cash, however, as one Pokémon has the ability to create high-quality artwork. Smeargle might be an original gimmick Pokémon for the series, but people in the Pokémon world can profit off of them. According to Smeargle's Pokédex entry in Pokémon Ultra Moon, Smeargle will paint specific symbols with their tail, and there is an entire Smeargle fanbase that will pay a lot of money for a rare Smeargle print. Unfortunately, the player characters in the Pokémon video game are unable to profit from this, so they'll have to stick to the Gigantamax Meowth easy money trick instead.
Alolan Vulpix Freezes The Corpses Of Its Enemies Before Devouring Them
Pokémon Ultra Moon continues its streak of surprising Pokédex entries, with Alolan Vulpix having a surprisingly violent one. Alolan Vulpix is an Ice-type version of Vulpix and it's one of the cuter Pokémon in Gen 7. This doesn't mean it can't be a cold-blooded killer, literally, thanks to how it deals with its prey. According to the Pokémon Ultra Moon Pokédex, Alolan Vuplix freeze the bodies of their prey, Pokémon or not, before eating them, which is a grim thing to imagine.
Sandygast Is Formed By The Grudges Of The Dead
Sandygast is a pile of sand with a shovel in its head. In terms of mechanics, Sandygast is a Ghost/Ground-type Pokémon, which is a fitting designation for a Pokémon that's a haunted sand castle. The reason a Sandygast is created in the first place is mentioned in the Pokédex, as it's apparently formed by the grudges of the dead. How the resentment of undead spirits leads to the creation of a sand castle Pokémon is maybe best left to the imagination.