Definition from Wiki on what a Yokai is:
Yokai (妖怪?, ghost, phantom, strange apparition) are a class of supernatural monsters, spirits and demons in Japanese folklore. The word yōkai is made up of the kanji for "bewitching; attractive; calamity;" and "spectre; apparition; mystery; suspicious". They can also be called ayakashi (妖?), mononoke (物の怪?), or mamono (魔物?). Yōkai range diversely from the malevolent to the mischievous, or occasionally bring good fortune to those who encounter them. Often they possess animal features (such as the Kappa, which is similar to a turtle, or the Tengu which has wings), other times they can appear mostly human, some look like inanimate objects and others have no discernible shape. Yōkai usually have a spiritual supernatural power, with shapeshifting being one of the most common. Yōkai that have the ability to shapeshift are called bakemono (化物)/ obake (お化け).
Japanese folklorists and historians use yōkai as "supernatural or unaccountable phenomena to their informants". In the Edo period, many artists, such as Toriyama Sekien, created yōkai inspired by folklore or their own ideas, and in the present, several yōkai created by them (e.g. Kameosa and Amikiri, see below) are wrongly considered as being of legendary origin.
Here in Hajime: The definition remains the same as creatures from other worlds, spirits and other supernatural creatures which can pass between realms. Overall, Yokai are creatures which are not of the normal mortal plane. An example of this is Lycanthrope are of the mortal plane, born and traveling among humans just in the dark, just other creatures of most folklore like Vampires, Sirens, Warewolves, Dryads, Nymphs, etc. However what makes a Yokai different is that they are NOT from the mortal plane of existence. They are from another realm, thus where the Yokai realm comes into place here in Hajime.