In the Graphic Novels, they are first seen in "Hilda and the Black Hound". In the animated series, we first get to see a Nisse at the end of "Chapter 9: The Ghost", but don't learn what it is until "Chapter 12: The Nisse". In the tie-in series, they make their first appearance in "Hilda and the Nowhere Space".
Nisse vary a lot in appearance and sizes. The biggest are about the size of a human child, but in "Chapter 13: The Black Hound", Hilda also meets one Nisse who barely reaches up to her foot.
Common traits they all share: the males typically have lots of hair that covers their entire face, in most cases to the point only their noses are visible. Most Nisse have been shown to have tails, and large, round noses (except one).
Almost all Nisse shown are male, the only confirmed female being the mother of Tontu (Beta), who is only seen on a portrait, and in a flashback. Tontu (Beta)'s exact gender is up to debate.
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Nisse live in people's houses, inside the so-called Nowhere Space; a pocket dimension made up of the spaces behind bookcases, the tops of cupboards that you can't quite reach, and other such unused space.
Nisse are incredibly territorial. They naturally distrust other Nisse, and will violently attack any other Nisse that dares to enter their house. The reason why is unknown, but presumably because there are more of them than there are homes to inhabit. This distrust towards other Nisse doesn't change if a Nisse is evicted. Homeless Nisse, despite having no territory to defend, still try to avoid each other's company.
Despite this however, it is apparently possible for Nisse to fall in love and have a family, as proven by Tontu's backstory.
Nisse gather anything they find lying around the house, and which the home owner presumably no longer wants, in their nests.
Relation with humans
Most humans are aware of Nisse, and generally don't have a very high opinion of them.
They usually tolerate them in their homes as long as they keep a low profile. Because of their ability to reside in Nowhere Space, it's generally believed by humans that Nisse can make themselves invisible.
Nisse can be forcibly evicted by the owners of the homes they live in, since they are forced to obey if the home owner orders them to leave.