Hume was quite a radical empiricist, believing that all knowledge came from the senses. Not only that, but he believed human imagination was fundamentally limited, and we shouldn't even really imagine things we hadn't seen. When we imagine things like "a gold mountain", even though we haven't seen one, we are really just combining two ideas together, not imaging something new. It's hard to argue with him when you look at mythological monsters and see that 99% of them are just animals glued together.
One has to imagine that if octopuses never existed, for example, if all the creativity of all humans who ever lived would have the power to imagine them? Probably not, and they never would have come up with Mind Flayers in DnD either, so that would suck, because those are cool.
Yeah I thought of that too, he'd be laughing his ass off at that shit if he was alive still.