Each of them relies on a different element, symbolized by their names, to power their abilities. Thus Sunny Milk gets weaker when the sun doesn't show in the sky, while the moon powers Luna Child. However, Star Sapphire's power isn't affected by weather or daytime. Their healing abilities are also increased by exposure to their respective elements.
Apparently almost every time they attempt mischief, Star Sapphire manages to escape from punishment while the other two are caught.
The most common type of mischief they do is cause people to become lost in the forest, though they also enjoy eavesdropping on others for clues for treasure hunting.
The three of them originally lived in a tree house within Forest of Magic. According to the story, the location of the house was quite close to where Alice Margatroid and Marisa Kirisame live, making them neighbours despite the fact that they are oblivious to Alice's existence in the beginning of the story. At the end of Strange and Bright Nature Deity, however, they move to live behind the Hakurei shrine.
They are the few customers who actually used the services of Marisa's Kirisame Magic Shop, although they often play mischief on her.
The three of them like to play pranks on Reimu Hakurei, but are also afraid of her as she can easily banish them with little effort.
They make fast friends with Cirno, who calls them "Comrades." Cirno is amazed with their hide and seek ability, while they are amazed at Cirno's power with ice.
ZUN stated that the reason why he chose them as main characters is because the three of them have little fighting ability, yet are much more outgoing than Rinnosuke, making them ideal characters for introducing various aspects of Gensokyo's daily life that Rinnosuke does not participate in.
If you look attentively to the three fairies' backgrounds in Fairy Wars you could notice the solar eclipse phases that already were on the Magical Astronomy cover.
Star Sapphire's nonspells bear a striking resemblance to Flandre Scarlet's final spellcard, both in appearance and mechanics.
One nickname for Luna Child is 「ルナ茶」 or "Luna-cha" or "Luna Tea." This is because shortening her surname, "child," results in "cha," which means "tea."