the City aren't devils, but rather extradimensional aliens--ultraterrestrials. Each comes to a Prme Material Plane got its own reasons, but the usual one cited by those imps who bother to give an explanation is simply, boredom.
Imps vary wildly inappearance--it's likely they don't have any set physical form--but they typically manifest as diminutive humanoids of a somewhat comical aspect. They're shape-changers, though, and sometimes briefly take other forms in the course of their "games" with their human of interest. Some imps choose to present more of a technological veneer while others use the trappings of magic. In all cases their powers are innate, and any items or tools they utilize are simply props.
Imps instrisic magical ability is the power to warp reality to their whim. The range of this power is typically limited to their immediate vicinity (though since they can become invisible or incorporeal its not always easy to tell one is in the vicinity). This power is limited in some ways in regards to living beings (who always get a saving throwl). For example, they seem unable to strike a being instantly dead. They are quite capable, however, of materializing, say, a giant mallet and having it beat a person senseless. Their power can mimic most spells, but they seldom rely do anything subtlely once they reveal themselves, nor do they usually engage in mind control.
Though there is no way of predicting who will attract an imp's attention, people with more interesting lives--like adventurers--are more likely to be targets. An imp often plays a series of practical jokes (whisking away needed items at inopportune times, causing communication difficulties, etc.) for a short period, before revealing themselves to their target. Some imps will profess to want to help the individual--and will in some cases appear to do so--but their involvement only leads to more complications and difficulties. Others will directly challenge the individual to some game or contest. This is more likely to be a intellectual competition, or something like a scavenger hunt of sorts, rather than a simple game of chance. Imps seldom do, "simple." Imps will never try to directly harm a target in any serious way. However, their actions may indirectly lead the target, or even innocent bystanders, to be endangered.
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