Nephilim are giants who are either offspring of the Sons of God and Daughters of Mankind, per Genesis, or they're fearsome giant warriors who live in Canaan, as per Numbers. Exactly what they are is open to a lot of interpretation - from the offspring of fallen angels, to children of Cain.

As for Lilith, she's a Semitic demon present in different cultures, she was a part of late Jewish folklore and her presence as a murderer of newborns and expecting mothers was explained in the Talmud as her extracting revenge against the children of her former husband.