Because I'm secretly a goth, I tend to focus a lot on the Shadowfell as the planar area I'd like to explore most in D&D. Blame it on the fact that the Scourge are my favorite Warcraft villains and that I was seven years old when The Nightmare Before Christmas came out, plus the fact that I watched through the entirety of Buffy the Vampire Slayer and its spin-off Angel my freshman year of college, and that my mom ran our neighborhood's community Halloween party - I love the spooky stuff (despite being a total lightweight when it comes to horror movies.)
But the Feywild has a ton to offer too.
In 5th Edition, we haven't got a ton of planar sourcebooks. We'll be getting a big chunk of the Shadowfell in Van Richten's Guide to Ravenloft (though Ravenloft's Demiplane of Dread works differently than the broader Shadowfell, partially because it pre-dates the Shadowfell itself.)
There have been other books published about the Feywild in 3rd and 4th editions, but I'm going to mostly be working from what we know in 5th Edition and then looking at other possibilities for inspiration.
In the DMG, there's only three paragraphs describing the Feywild itself, with a few others to talk about the Seelie and Unseelie Courts and things like Fey Crossings and effects the realm can have on outsiders.
The Feywild is described as being a parallel plane to the Prime Material - if you cross into the Feywild, you'll find a similar geography, but with differences - a mountain might be replaced with a massive glowing crystal, and a rather ordinary forest will become a misty tangle of vines and enormous flowers.
Overall, I'd say the Feywild is kind of like reality-plus - colors are brighter and emotions are stronger. Furthermore, the sun hovers above the horizon in a perpetual golden hour, which then sort of alters the experience of time.
The powers of the Feywild are divided between the Seelie and Unseelie Courts. The Seelie is ruled by an archfey known as Queen Titania and her Summer Court (you might know her from a little play called A Midsummer Night's Dream) while the Unseelie are ruled by the Queen of Air and Darkness and her Gloaming Court.
The Seelie are associated with light and could more easily be seen as "the good guys" in contrast with the Unseelie's association with darkness. It seems that in most interactions, they tend toward those associations, but these moral associations are not explicit, and they're really just two rival factions more than a cosmic struggle between good and evil.
The real-world myth basis of the two courts might be an import of the Norse/Germanic concept of "Light Elves" and "Dark Elves," with elves from that mythos corresponding roughly with the Celtic fairies (for those keeping score, that means that Norse Dark Elves might have inspired three things we think of as separate in D&D - dark elves, dwarves, and unseelie fey.)
The Seelie and Unseelie seem to be composed of classic fairies, while creatures like Hags, Fomorians (which are adapted from Celtic myth) and other "ugly" creatures belong to neither court.
One of the things that remains a bit ambiguous to me is what, precisely, counts as a fairy - in other words, what would you classic archfey look like?
Elves in D&D originally took form from the spilled blood of Corallon, but I feel it's implied that that blood was initially spilled in the Feywild, and so Elves have the "fey ancestry" trait that links them to the Feywild. Eladrin are even meant to be elves who still inhabit the Feywild primarily, and arguably serve as the sort of "main" race there despite being humanoid.
I do wonder, should the Gothic Lineages remain relatively unchanged from their UA, if we're going to see more playable races with two creature types. We already have some playable Fey races (in MTG-based settings, though) and it strikes me that Eladrin at the very least should count as Fey rather than Humanoid (ironic, given that I think they were originally introduced to be the Chaotic Good counterparts to Lawful Good angels, and were found more in places like Arborea and other Chaotic Good Outer Planes, and were thus Celestials.)
Anyway, Pixies and Sprites represent what I think most modern readers would think of when they think of fairies, but the fairies of Celtic myth and Irish folklore are quite different. For one, rather than being six inches tall, they're more like 2-4 feet tall. This actually makes the UA playable fairy race appropriately "small" size.
Fairies, also known as the Fair Folk, are infamous because their codes of conduct are utterly foreign to us. In a lot of ways, that's kind of what defines them - it's not that they have no morals or ethics, but rather that we're not equipped to understand them, and they will act in ways that feel utterly insane.
Among recent novels (also adapted fairly well as a TV miniseries) I highly, highly recommend Jonathan Strange & Mr. Norrel by Susanna Clarke if you want a sense of what to expect when dealing with fairies. In the novel, set within an alternate universe in which there was a period of historically recorded magical practice and a period in which "Northern England" was a separate kingdom under the rule of an immortal magician-king, Mr. Norrel is the world's only "Practical" Magician in the early 1800s Regency period. (Practical Magician being as opposed to Theoretical Magician, the latter of which means someone who studies the history and nature of magic but is incapable of producing any magical effects.)
Mr. Norrel, in order to promote his capabilities and convince the government to allow him to use his powers to fight Napoleon, uses magic to raise the young wife of an up-and-coming military officer from the dead after she died very suddenly. To do so, he calls upon a fairy - the Gentleman with the Thistle-Down Hair. This deal winds up causing many problems and is a driving force behind much of the drama of the story.
The fairy, as payment, takes the poor woman to his castle in the Land of Fairie every night and forces her to participate in an unending costume ball. Additionally, following his invitation to Earth, he takes it upon himself to make a servant of the house into the next King of England, despite the man's total lack of desire for anything like that.
What I think is key to the Gentleman with the Thistle-Down Hair's character is that for all the torment he inflicts and all the chaos he wreaks, none of it is done with malice. If anything, he thinks he's doing everyone a favor (particularly Stephen Black, the African-British servant in whom he wants to invest sovereignty over England.)
A common trait amongst the Fey, then, could be unbreakable convictions - once they get an idea into their head, they will refuse to part with it regardless of reason or practicality. On one hand, this could be very dangerous for conventional reasons - if you insult a fairy you meet, they might assume you hate them and figure that you'll be deadly enemies. But it's even more fraught than that, because if you, say, tell them that you're enjoying a party they're throwing, they might then assume you'll never want to leave, and will do everything they can to prevent you from escaping lest they be thought they're a poor host.
And this kind of tunnel-vision can lead to absurd behavior. They might even try to kill you, believing that the insult of not keeping you entertained enough to stick around is a worse injury against you than death.
As such, someone who understands how to navigate the Feywild would be someone who discovers the extreme subtleties of courtly protocol to ensure that no one is insulted but also that no one is over-complimented either.
I think you could describe the Fey in general as taking their emotions and convictions too far - we see that manifest in the Eladrin, where their mood physically changes their appearance and alters their magic.
But there are also a number of Fey who are more or less embodiments of emotion. Meenlocks are born out of fear, for instance, while Redcaps are rage made manifest. In fact, you could argue that a lot of Fey work similar to the Sorrowsworn found in the Shadowfell, though while the Sorrowsworn seem to all be depressive emotions or expressions of depressive states, the Fey are manic.
Aesthetically, the Feywild gives you some options.
Most traditionally, I think you can go for classic fairy-tale archetypes. Thus, your Fey courts are mostly Eladrin, Pixies, Sprites, and maybe your odd Satyr, with the overgrown woodlands filled with ugly hags and their servants, like yeth hounds and the aforementioned meenlocks, redcaps, and such.
But I think there's an opportunity to go a whole lot weirder.
The Feywild is meant to feel alien and strange compared with the fantasy world that D&D is typically set in. Given that most D&D worlds already have things like dragons and liches and orcs and goblins and such, I think sticking to the standard stuff is a bit unimaginative. In a lot of ways, a fantasy world is already one in which you've taken the fairy-tale stuff and made it part of the mundane world. So you need to heighten things a bit more if you're going to go into that world's "weird fairy world."
One point of inspiration I think of is the Court of the Childlike Empress in the Neverending Story, where you have a lot of weird, unexplained creatures, like some with giant heads and I think one that has three faces. I wouldn't worry too much about giving these things stat-blocks, but throwing in unique creatures and monsters that are just part of the set-dressing is going to help with the weirdness factor you want to cultivate in the Feywild.
I think Lewis Carrol's Alice books are also great sources for inspiration for the Feywild. While Carrol was largely making weird math jokes and contemporary jokes about politics, the absurdity of the world combined with its fairy-tale aesthetic have the disorienting dream-logic I think the Feywild operates on. For example, you likely remember the Mad Hatter's Tea Party. In the book, the Hatter and his companions are there because they were "killing time," and that colloquialism was interpreted as a threat against time itself, which, anthropomorphically took revenge upon them by keeping them stuck at 4:00 in the afternoon, aka Tea Time, which is why their tea-party never ends.
I guess another way to think of the Feywild is that it's a place where the utterly absurd is deadly serious.
I don't know if the UA with Feywild races is a guaranteed portent of a Feywild book coming out, but I think it could be very interesting to see D&D explore that space. Personally, I think we've had plenty of stuff in the Prime Material Plane, and I'm more than ready to start getting weird and planar.
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