The Black Hound.
The Black Hound might just be one of the most important creature I included in Prince of Azra, at least when considering the greater world. As far as the story... eh, it serves as a bit of foreshadowing, however, you can expect echoes of this 'monster' in future entries for this realm.
I've always liked the idea of harmless 'monsters.' Black hounds, banshees, and other messengers of death are not vicious or evil in nature, but the news they carry tends to be quite disastrous. I thought it would be interesting to introduce that sort of thing in a story, as something that might mean more to the reader than to the actual characters involved.
I'm also a big fan of dramatic irony in storytelling. Although, I must admit that I didn't know what it was called until my senior year of high school, but that's less relevant.
So, what better than a creature known only for the message it carries, and characterized by the terror it inflicts.
Having it mentioned when the group was in the Ashlands/Marinia was a soft sort of introduction, and, I would think, obvious foreshadowing to what would come to happen to that place. However, while the Black Hound's appearance was incredibly brief, I feel it had a little bit of weight, especially considering it only appeared before Prince Lucian before... well, bad things happened.
Another idea I really like being implemented in a story is the destiny/fate aspects, and the idea of avoiding that sort of thing. That wasn't really a big idea at play in the book, not exactly in the manner I'm thinking of, but I do think it's something that the inclusion of the black hounds opens the door to.
Anyway, this entry is going to be a bit short for now, but I have more that I'll add here once The Sworn Defender is out and I wouldn't be spoiling anything.