A cryptid refers to an animal (or monster or creature) whose existence is unsubstantiated by mainstream science. They are the subjects of the pseudoscience of cryptozoology.
The favored term in Japan for cryptids is "Unindentified Mysterious Animal" or "UMA", displaying the parallels with "UFO" (and the parallels of cryptozoology and ufology) as well as a source of horse jokes, particularly in Umamusume circles as actual horses do not exist in the setting where famous race horses are turned in to girls.
Kemono Friends uses the term "UMA" to designate friends based on cryptids, animal traditional youkai and other mythical and folkloral creatures, fictional animal characters, the Tachikoma (and other Ghost in the Shell robot Friends) and hybrids of any of the above with real animals.