Magical creatures which are first mentioned in Harry Potter and the Order of the Phoenix when Harry sees them for the first time pulling the carriages they ride in from the Hogsmeade train station to Hogwarts. Harry sees them for the first time in this book because thestrals are only visible to humans who have seen someone die (Harry saw Cedric Diggory get murdered in The Goblet of Fire.)
Harry, Luna, and Neville can see thestrals.
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