In addition to heroes and gods, we can be fairly certain that Theros will have monsters in every color. After all, they're one of the most exciting parts of both Greek mythology and the background flavor of this upcoming block, which is inspired by it. Some colors, however, get to show off their big creatures more often than do others, and some have "iconic" big creatures that don't really fit an ancient Greek setting, so it can be hard to tell what kind of threats the heroes of Theros will be dealing with in the fall, but here are some guesses:
White: The traditional white big iconic creatures are Angels - which are hardly monstrous, or malicious, or fitting for a setting that resembles ancient Greece. You know what are kind of like Angels, but way more ominous-looking, and could be construed to be threats to the world, and even have a Greek name? That's right: Archons. This will probably be the block where those hooded, mounted beings of pure judgment have a go at cleansing the skies. If we're lucky, we'll also see a return of the Lammasu - one card in the first Ravnica block will hardly cut it. We know that there will be Griffins as slightly smaller white flyers, as well as a few Pegasus, no doubt, and on the ground, perhaps some Unicorns and Elk.
Blue: This one is pretty easy - Sphinxes will be blue's big flying monsters, and the nonflying ones? Krakens, naturally, even though they aren't truly native to Greek mythology - Mark Rosewater says they're in thanks to the great Ray Harryhausen changing the public's perception about what mythological system they come from. There are plenty of other, offbeat sea monsters in Greek mythology that we'll get to meet, too - expect some anomalous giant Grabs and Hippocampuses.
Black: Black's in a similar situation to white here in that its typical iconic creatures, Demons, are just not a good fit. It has the additional problem of having little else to turn to, since it doesn't have a "backup" type like white has Archons, since Vampires, which used to be big black flyers, are now much smaller and much less likely to have flying. Thankfully, the Greek themes provide a big obvious answer: Gorgons! We've seen relatively few of the viper-haired ladies in Magic since their debut as a creature type, so their prominence will be a welcome change. We might also get a few Nightmares for good measure, since the ancient Greeks were big into dreams and believed that bad ones were caused by evil entities; and, on the flying side of things, Harpies, of course.
Red: There certainly are Dragons in Greek mythology, just not the kind we're used to. No matter, though, because Manticores can easily be used in their place (sure, they're actually from Persian mythology, but are attested to in Greek sources). Of course, Mark Rosewater has said that players expect Dragons so much that there will almost always be at least one per set, and we'll certainly get the familiar creature type at mythic. Slightly smaller, Minotaurs have been confirmed to be a major force in Theros.
Green: Once again, this is an easy answer for green. The color's current traditional iconic creatures are Hydras, which are a perfect fit, as are Centaurs. Expect to see the odd Ooze and Spider for variety's sake.