Shin Megami Tensei: Nocturne
In Shin Megami Tensei: Nocturne, the Demi-Fiend encounters a Pixie early on, which becomes his first demon ally. If the player keeps this specific pixie or its fusion result in the active party for the entire duration of the game until reaching the Labyrinth of Amala's fifth Kalpa, the pixie/pixie descendent will be reborn as a special high level pixie with enhanced stats and skills.
In Strange Journey, a Pixie is the first demon the player is able to talk to. She explains the concept of negotiation to the player and then readily joins them, becoming the player's first demon. The player can also encounter an injured Pixie in Sector Antlia and choose to help heal it. If they do, the player will later encounter her as a High Pixie.
From Persona 4 Compendium
In English myth, they are fairies of the forest that love to play tricks on people. They can also be hard workers when necessary.