HBO picks up George RR Martin series - Game of Thrones

He probably believed in them too. His writings are a weird combination of accurate and verifiable historic record and wild random bullshirt he insists is true.
Pliny the Elder was also an open athiest, according to his adopted nephew and heir, and future Roman governor/statesman, Pliny the Younger. Most people today don't realize that many ancient Romans gave lip service to religion or went through the motions, but privately were closeted athiests, or were staunch materialists particularly the educated patrician/equestrian classes, but to openly announce you were an atheist in ancient Roman society took enormous courage because essentially you were saying Ceaser (Roman Emperor) wasnt a living god, his cult of personality was a silly, ridiculous waste of time and bullshirt. It's actually one of many reasons early Christians in remote areas of the Empire suffered sporadic persecutions, discrimination, and even martyrdom because they didnt see Ceaser as a god or participate in his cult of personality.

Pliny the Elder was a well-traveled man(first Roman to discover/explore Scandivinavia) but compared to our modern knowledge of the natural world, hard sciences, or even evolutionary process, his knowledge was very limited, so like many ancient philosophers, naturalists, and intellectuals in classical antiquity, he believed supernatural monsters like dragons, elves and orcs could or might exist as some medieval theologians believed unicorns existed before the Flood.

Also, if a highly-educated ancient Roman naturalist/scientist like Pliny discovered dinosaur bones or remains of a T-Rex, raptors, or steggosaurus, what do you think their most likely going to label it other then a dragon or some supernatural monster?