Capricorn
I wanted to make a Capricorn because it is a mythical creature I love and because it is also a constellation. I think it fits with the global atmosphere of the video.
First I searched for a goat 3D model online (https://sketchfab.com/3d-models/goatmotions-1a897be1ee9e452eba89bc0bbc8cb6c1).
Then I edited it to delete the back part and extrude it in a fishtail shape.

I thought it would look cool with metallic scales so I added a hair particles system and created an object shaped like a scale with blue metallic material.

I had to rig the model to animate the fishtail. It took very long to get the tail motion right. I also made the head move.
I added another particle system with a turbulence force field. The particles are little spheres with an emission shader coming out of the goat and the tail.

Then I played with the light settings and tried different colours. I settled on the colour of the particles and the tail changing slowly.
I made a variation with the Capricorn running and the light going on and off:
Matthew Plummer-Fernandez: this is great Cecile, well done!