Scout has a really fluffy blanket that he's had for as long as he can remember. Every night he cuddles up to it and strokes it and whispers to himself "I am a great fighter" over and over again until he falls asleep. He's done it since he was like 2, and he hasn't lost a fight yet, so that makes it scientifically proven (in his mind) that it WORKS.
Soldier's mom always wanted a girl and always tells him that she thought he was going to be a girl and how DISAPPOINTED she is that he wasn't. Of course, that doesn't make her love him any less, but it never feels that way to him. He probably would have always had mental issues, but his upbringing didn't help none.
Pyro goes apeshit when they see magic tricks. Like they fucking LOSE it. No one can tell if they're really fooled into thinking the trick is real or if they just REEEEALLY love magic, but it's a surefire way to get the little firebug hyped af.
Demoman actually gets laid fairly often compared to the rest of his team. I mean, he's not that bad looking, and most women would find a guy who takes care of his blind, elderly widowed mom charming. He doesn't tend to have STABLE relationships because yanno... alcoholism is a bitch, and while he might be able to hide his addiction for a night, I doubt he'd be able to for much longer than that, but yanno. It's somethin. Enough to make Scout jealous, anyways.
Heavy is actually the second youngest member on the team, after Scout (and not counting Pyro because who the fuck knows). It's hard for most to tell because he's so... big. And intimidating. And... Russian. Also, he's used to being the oldest sibling so he naturally tends to "act" older. But he's not even in his 30s yet, surprisingly.
Engineer takes rediculously good care of his teeth. He brushes after every meal, flosses, all the good stuff. He also doesn't bleach (unlike Medic - but don't tell anyone), so his teeth are legitimately healthy, not just blindingly white. He's proud to say he's never had a cavity in his entire life.
Sniper smokes, but he smokes fancy herbal cigarettes. It's embarrassing to admit, but he's really sensitive to stimulants like nicotine and caffeine. That's why he always drinks decaf.
Medic is asexual. He thinks sex is amusing to watch, but finds it barbaric, distasteful, and a complete waste of time. He's devoted to finding a way to preserve his genes without having to deal with icky, non-blood bodily fluids. Perhaps by budding. (Note: I said asexual, not aromantic. Do with that what you will.)
BLU Spy is indeed the captain of RED Spy's fanclub. To be honest, RED Spy is what made him decide to try his hand in espionage. He finds the man an inspiration and it's always been his dream to surpass his
Merasmus enjoys making prank calls, but he's pretty shitty at it. What's more, he's totally unable to distinguish what's a prank call when he's on the receiving end, no matter how absurd the premise. Perhaps because, as someone who dabbles in the occult, he's seen much, MUCH more bizarre shit. Also he was a roommate with Solly. God help him.