NO SPOILERS Real and mythological, figurative and literal; monsters of all kinds abound in Sky Atlantic’s new period horror series Penny Dreadful. We might expect a skulking figure in a top hat and frock coat to be scary, though who would have thought a bustle and redingote could be so terrifying? Well, step forward Eva Green as enigmatic Vanessa Ives. Not hero nor villain, but a dead eyed clairvoyant who definitely shouldn’t be invited to dinner parties. Penny Dreadful is set in 1891, although is more a literary parallel universe than true reflection of the era. Some of the characters featured are written for the show (Vanessa), some existed in…