A sad tale’s best for winter. I have one of sprites and goblins. ~William Shakespeare, Winter’s Tale: Act 2, Scene 1
A mischievous sprite that causes fear or disquiet, 1709. From Hobbe “hob” elf and a variant of Robin Goodfellow, an elf character in German folklore, and goblin, 1520s.
Few things are a scary as those that we can define but can’t explain, but oh how we love to share the tale! Witness this ghostly rhyme of a hobgoblin from Apparitions; Or, the Mysteries of Ghosts, Hobgoblins, and Haunted Houses, Developed. Being a Collection of Entertaining Stories, Founded on Fact; And Selected for the Purpose of Eradicating Those Ridiculous Fears, Which the Ignorant, the Weak, and the Superstitious Are But Too Apt to Encourage, For Want of Properly Examining Into the Causes of Such Absurd Impositions, by Joseph Taylor, 1814.
Definitions and examples taken from Online Etymological Dictionary.