Monsters are the largest beings in the Warhammer world, creatures so powerful that they normally don't form into units, but roam the battlefields on their own. Generally speaking, any single model bigger than a monstrous beast is a monster. This category includes Dragons, Greater Daemons and so on.
Thunderstomp!
Monsters have a more destructive version of Stomp, called Thunderstomp.
Monsters and Buildings
Monsters are far too enormous to enter buildings, though they can still assault them.
Ridden Monsters
Some characters can ride monsters as described in Characters.