A Heffalump is a scary creature which may or may not be found in parts of the forest. We are not quite sure whether there are Heffalumps in the forest or not because, despite their best efforts, Pooh and Piglet have never managed to catch one, and when they try to build Heffalump traps they usually end up falling into them themselves, which doesn't really enlighten us on the matter as much as we had hoped.
There is a chapter in the first Winnie the Pooh book called In which Piglet meets a Heffalump. The title of this story might lead you to believe that it involves an actual Heffalump. However, the Heffalump in this case is in fact Pooh with a honey jar stuck on his head.
In the second Winnie the Pooh book there is a story called In which a search is organdized, and Piglet nearly meets the Heffalump again, but as you can probably tell from the title, that story also involves an Almost Heffalump, not a proper one.