Egg salad!

• The only one who was part of, for lack of a better term, the Old World.
• They don't really remember much of anything about it, although they recall a bit more than when they first awoke with basically no memory. He has the vague knowledge there used to be more of him––that is, more players.
• He also remembers the ships. And the fire.
• (Specifically, I'm referring to that one biome that generated in the infinity snapshot that was a fleet of end ships. Y'know, the ones that also had orders like "cut," "obliterate," etc.? Yeah.)
• Steve hasn't explained anything of the Old World to Alex, and hasn't said much of what his life was like prior to meeting Alex. He isn't ready to.
• They have a degree of caution with just about everything. While Alex is totally fine with taking some fall damage from a few 4-block drops, Steve tries to find a path that avoids said damage––even if it's a very long and inconvenient path.

Alex

• They've only ever been a part of the New World––that is, the recovering world after something destroyed essentially everything of the Old World. Alex just thinks this is how the world's always been.
• They take a lot of new info with a shrug and "Okay!", even in the case when Steve introduced them to Herobrine. Everything is new to them, so there isn't a lot that strikes them as not belonging/illogical.
• That doesn't mean she's naïve, though. She's cautious with any new mob she comes across, and is very good at determining if there's any hostility. She also recognizes that Steve avoids talking about life prior to their meeting.
• She's outgoing and likes hanging out in villages. She can't understand the villagers and vice versa, but they can still have something like a conversation.
• Her favorite weapon is the trident with Riptide. Fork go whoosh.

Herobrine

• They're very quiet and rarely speak. Mostly, they just observe.
• They sometimes try to do things that Steve does, like mine and farm. They don't totally understand the purpose of why Steve does these things, though, and so they end up with extensive 2 × 2 mines that leave behind all the ores and leafless trees as they think mining anything foliage-wise is farming.
• They got better about it once Steve took the time to explain why. Now Steve and Alex will find random small farms (wheat, potato, carrot) about the world.
• They're a manifestation of loneliness, of wanting to be seen, of wanting someone to mine and build with, of wanting someone to share food with––of the universe wanting anybody else, when all the universe had was itself.
• They spend a good amount of time in the Nether, watching lava bubble in the lava seas. They find it calming.

• Steve forfeited a match once they saw their opponent was the Duck Hunt Duo. They've refused matches against the duo since.
• Alex has tried to explain that his reluctance has to do with an incident that involved Steve's first (and only) tamed wolf. Most pick up on what Alex is trying to convey and leave it at that.
• A lot of people misinterpret Steve and Alex's relationship, thinking they are romantically involved. The two are really close and sometimes refer to each other as "partner," but it's all platonic.
• Alex tried to use beds in a match against Ridley, once. It didn't go as Alex expected it would (though she still won the fight).
• Sans did the usual "appear unexpectedly" shtick when he greeted Steve. Steve got startled and nearly punched him without thinking (and would have, if Sans wasn't so good at dodging).
• Steve and Alex (and really anyone from the Minecraft 'verse except maybe the Ender Dragon) don't have genders. Steve predominantly uses he/they pronouns while Alex uses she/they.
• Steve and Alex show Villager cool rocks and ores while Villager shows Steve and Alex cool bugs and fish.
• I don't know Bayonetta that well, but I just have this feeling that Alex and Bayonetta would make good friends.
• Alex knows more about redstone than Steve, though Steve does know how to make a simple sugar cane/bamboo farm.

Edit: fixed some typos.

• Alex has a way easier time talking to the other Smashers and becoming friends with them compared to Steve––not because Steve is mean by any stretch of the imagination, but because he was a loner for a long time until he met Alex and doesn't really know how to make friends. Alex helps him out, though.
• The first day at the Smash Mansion was a bit rough. Both Steve and Alex aren't used to so many people talking at the same time, nor the bright lights of electricity, nor the loud and alien modern appliances, etc., etc. They're still adjusting.
• As a result, accommodations have been made for them, like torches in their rooms instead of lightbulbs, the addition of furnaces/smokers in the kitchen area, etc.
• When Steve was shown his room, he placed a cobblestone block down in front of him before touching the bed. Master Hand didn't understand it, but Steve seemed relieved after doing it, so whatever.
• After seeing Steve jump more than a meter (approx. 3.3 ft) into the air, Mario joked about him being a jumpman. Steve replied by blinking and asking what a man was.
• The Smashers woke up one day to see the entire place lit up with torches. Any nook or cranny that could conceivably hold a shadow had a torch in it. Steve explained that all the lights had gone out and he didn't want mobs to spawn, especially since the night lasted for way longer then it's supposed to. Alex explained that she got bored.
• In general, Steve and Alex are also having to adjust to the weird day-night cycle.
• Luigi mentioned seeing a weird apparition that looked like Steve but with blank eyes one day. Steve told him it was nothing to worry about.
• A wandering trader somehow made it into the Smash Mansion. Every single party involved was confused, especially Master Hand.
• Steve and Alex found a companion in Mr. Game & Watch, considering they all could relate with the strangeness of being in a dimension so markedly different from your own.
• One day, Ness happened to drop a yoyo and it rolled under a couch, so Alex just casually lifted the entire thing with ease above her head so he could get it. She doesn't understand why people were so impressed.