Faye was originally created for a forum RP where she was a proper Victorian lady! That said, to do some research on the setting and the character, I read up on a lot of stuff about life and culture in Victorian England, and fashion and etiquette for the women of the time. Obviously, not all of that knowledge applies here in Eorzea, but some of it has stuck with the character.
Also, tea! I live vaguely in the southern US, so there's only one kind of tea here, and it's iced and overwhelmingly sweet (unless you're one of those heathens who like unsweetened). Since playing Miss Covington the tea lover, I've tried several different kinds of hot teas with various add-ins. And while I didn't do either specifically for RP research purposes, taking some classes in ballroom dance and a couple styles of martial arts has been really useful for my role-play.
Also, tea! I live vaguely in the southern US, so there's only one kind of tea here, and it's iced and overwhelmingly sweet (unless you're one of those heathens who like unsweetened). Since playing Miss Covington the tea lover, I've tried several different kinds of hot teas with various add-ins. And while I didn't do either specifically for RP research purposes, taking some classes in ballroom dance and a couple styles of martial arts has been really useful for my role-play.