Mystia's self-confidence makes her one of the only enemies that attacks as a midboss but does not run away to recover when defeated the first time, while another character who also does not run away after defeat is Yuugi Hoshiguma. Instead, Mystia immediately launches into another attack, firmly believing that she will win.
The "Lorelei" part of her name most likely is a reference to a German poem about the siren Lorelei, that also had a mesmerizing song.
Even though the "ti" part of "Mystia" is supposed to be 「ティ」, many fans have found it more convenient to represent it by 「ち」 (pronounced "chi") instead. Thus, Mystia's name is commonly abbreviated 「みすちー」 or 「みすち」 ("misuchi" or perhaps "Misty") instead, which has become a nickname of sorts.
She gets "eaten" by Yuyuko of the Ghost team in Imperishable Night's story mode, making her a popular "joke character" as she's usually pictured as food. Even ZUN mocks her in his spell card comments.
She hates Yakitori (grilled chicken on sticks) because she is a kind of bird. So she started a grilled lamprey stand instead of a Yakitori stand. (It was believed that lampreys had eight eyes and are able to cure night blindness.) She uses this as part of a con-act: she will travel with her stand at night, use her power to make unwary travelers night-blind, then sell them grilled lamprey, and slowly remove the effect as they eat it, claiming that the lamprey was what cured them.
Mystia is also apparently a skillful cook, since even Aya concedes that her grilled lampreys taste good. In many fanworks, her stand is also very popular with people, especially heavy eaters like Suika, Yukari and Yuyuko.
From Bohemian Archive in Japanese Red, Mystia says that she cannot read the tiny letters on the newspaper. Aya takes this as Mystia admitting that she cannot read.