I'm not really the type of person to have headcanons, but I guess there are some.
- One of Yukari's favorite pastimes is to bully Tenshi
- The incredibly common "Alice has a crush on Marisa", but also if Alice asked her out, Marisa would just casually accept, not really thinking about it
- Marisa's not-very-well-known shop has two regular "customers": Alice, for obvious reasons, and Patchouli, for less obvious but still obvious anyway (she wants them books back), which is the only time she ever leaves the mansion
- Sanae has a crush on Reimu