They look like pure energy, if we want to be very exact , and they really like playing with how we see them. A "tinkerbell" in one moment, a banshee in the other. They have many faces and many names, according to what they are in the core of their being, and they seldom like sticking to one form if they can play with many! Also, we see them as our mind "translates" their energy in visual symbols. For instance, their wings can be how our mind translates their connection with the Air element.