Writing hints:
Death and merriment. Gypsies tend to be short lived. Most gypsies have at least at once in their life personally seen a gypsy camp razed to the ground by outsiders. Gyspies die young, and it tends to be a violent death at outsiders hands. While there is a bit of a bitter streak because of this, at the same time they also have a much different reaction. Gypsies have fun, sing and dance without a care and just generally try to enjoy life. If you're going to die young, then there's no point being too bitter about it, so you might as well enjoy it. There should be a delicate balance between bitterness and caution with the reckless fun-loving abandon. Achieving this balance is the key to capturing part of the gypsy 'flavor.'
Romani will always tend to be able to speak, at least to one degree or another, the native language of the country they're in. However, they tend to phrase things in peculiar ways, because of the lack of ownership in their language. If a gypsy is going to say something with a term of ownership in it, take a look at the sentence and see if it can be rearranged such that you can avoid using the term of ownership. For example, "He's my father," would become "He is a father to me." The slightly awkward sound is appropriate for a second language, and the second sentence is closer to a direct literal translation of the thought in the gypsies head(they would think in terms of their own language, so they'd think it in a grammar that lacks possession...).
Outsiders, if they know of gypsies, will typically consider them the scum of the earth. They lie, cheat and steal. However, to a gypsy the stealing isn't even an issue, how can one steal if there's no such thing as ownership. The lieing and cheating tend to be loopholes... A gypsy will always keep his word, it's just that, when dealing with outsiders, it is almost encouraged by the culture, for him to find loopholes in what was said. Just because the gypsy promised to help you find something does not mean he promised to let you keep it. He didn't lie, you merely assumed something beyond what he promised.
Despite the appearance to outsiders, within their own 'system' gypsies tend to be very proud and honorable. Their loyalty(to family, friends and the Rom as a people, in that order) is expected to be incredibly strong, though there is no detailed in words 'code of conduct.' Gypsies merely take it as a matter of pride to protect and provide for 'their own.' When a gypsy actually does truly break a promise, he considers it a major offense, and will do practically anything to 'get back in good graces' with whomever he was negligent towards.

Origins:
The Romani originated in the Universe of the Four Gods equivalent of India, which would imply they actually originated relatively near the four countries, in the west by southwest direction. As the country(which I haven't bothered to name) entered the caste system, there were those outcast and not included in the strict social hierarchy. Some of these outsiders banded together and journeyed to the west, eventually finding their way to the Europe equivalent. Here the influences of their nomadic lifestyle, their Indian origins, and the European culture came together and the modern gypsy culture was synthesized.

Magic and Superstitions:
Magic is a fairly common practice amongst the Romani. Among the ancestors of the Romani, the outcasts of pseudo-India there were magicians that the local religion had considered 'heretical' or against the religion. Well, magicians specializing in divinary magic and magic pertaining to the spirits of the dead were especially common amongst these 'heretical magicians.' This facet of their origin shaped some details of how the Romani came out. For one thing, they don't get along well with religion, and though superstitious tend to never follow any faith. The second is that among the three primary kinds of magic practiced by the Romani, divinary and spirit related are found. Romani magic's first branch is divinary, the art of prognostication or predicting the future. Though their are many variations upon this, the most commonly practiced form of divination is with tarot cards, which Romani magicians also invoke for more physical magic.&nbs! p; The second branch is spiritual, and relates to communicating with the shades(or spirits) of the dead, and similar shade related magic. The final branch of Romani magic is simply fire, general manipulations and such of fire(RL fact: Romani being fire related magicians was based off a documented 'folklore' that was held in the middle ages. It was believed gypsies were somehow 'immune' to fire, and held some mysterious power over it).
Romani, despite lacking any religion or faith in a higher power, are extremely superstitious. Though they don't believe in an organized afterlife of any form per se, they do believe in the shade, or spirit, which survives the body, and must be placated by a proper burial(which, for them, implies cremation, and 'feeding the grave'). They also tend to take fortune telling, and other 'portents' or 'omens' very seriously.
The Loli Tschai is a special 'position' of sorts amongst the Romani. Amongst the first travelling band that fled to the west, there was a red haired woman with a remarkable gift for magic who helped the band survive. In ensuing generations, and as the Romani formed their own culture, every once in a while a Romani would be born with similar flame red hair. Each of these would be nicknamed 'Loli Tschai,' a name that translates into something akin to 'flame haired.' Without fail, every Loli Tschai would wind up being an incredibly gifted magician, who, at some point in time, was responsible for some great act either protecting or helping the Romani people. The name is both a nickname, and almost a title(in many respects like than names of the constellations for the seishi... Tamahome is both a name and a title, Loli Tschai is similar). There has never been more than one Loli Tschai alive at once, and there have only been a handfull of th! em, but each one seemed destined to play a role in protecting the Romani people.

Lifestyle:
The Romani lifestyle at first appears innately contradictory. On the one hand, they seem to be very carefree, living life for the moment in a carnival like atmosphere. Yet they also appear incredibly paranoid and distrustful of outsiders. This seems to be rooted in the fact they're constantly surrounded by death. Romani die young, frequently ending by violent means. Compared to most cultures, the Romani tend towards being extremely short lived. Their magic frequently centers around invoking the spirits of the dead. Wherever they travel they aren't truly welcome, and it's extremely common to find themselves in a land where the natives want nothing more than to wipe out the gypsy race from the face of the world. Given this life, the Romani seek to make the most out of it. They're acutely aware of the temerity of their stay in this world, so they seek to prolong it as best they can, and make the most out of what they have.&nbs! p; Thus, their paranoid distrust of strangers is an attempt to prolong their lives, and the carefree lifestyle is an attempt to make the most out of their life, by enjoying every second they can.
The Romani are a nomadic people, having no true home they continuously travel, rarely stopping for more than a few days time at any town, before packing up and their caravans of covered wagons heading out in search of the next town. At a town, the troup will set up camp, brightly colored tents, and proceed to earn their bread. Throwing an impromptu carnival, the Romani band provides many amusements, from music to fortune telling to dancing. Gypsy metalwork, among the finest extant, is traded for supplies. Pickpocketing and similar of the locals as they gawk at the Romani provides supplemental supplies as well.
In addition to helping provide food for their stomachs, music and dancing are an extremely important part of the Romani lifestyle. Music and dance play major roles in all Romani ceremonies, from the feeding of the grave of a loved one, to a wedding ceremony, to the birth of a child. When not singing for their supper, or performing a ceremonial dance, they still frequently sing, dance and make merry simply for the sheer enjoyment they take in these performances. So steeped and surrounded in music from birth, they tend to be much more proficient at the subject than outsiders.

Ownership:
Possibly the single most interesting quirk about the Romani is what they don't have, either within their culture or in their language. The concept of ownership, or property or posession is completely missing from the culture. In Calo, there are no words for 'his,' 'hers,' or 'yours.' This cultural mindset lacking ownership has certain advantages, many social problems that plague other cultures are impossible to translate into a culture without posession. To sum this advantage up, without ownership there isn't greed. However, when dealing with other cultures, this peculiarity causes frequent strife. To the gypsies, there cannot be such a thing as stealing or thievery, since one cannot own something to begin with, however since the outsiders see it differently, the Romani become tagged as thieves and vagabonds.

Social hierarchy and the Way:
At the top of the Romani social hierarchy are the Elders. If any gypsy actually manages to survive to old age, it is a sure sign of a good head on their shoulders, so those few that do survive to old age are the highest ranked of all Romani. Outside of the Elders, social hierarchy is determined by how usefull the individual is to the band as a whole. Those who possess important or phoenomenal talents, such as a dancer who excels such that she can easily draw huge crowds by herself, or a metalsmith who produces much finer works than is normal for even a Romani metalsmith, would be considered amongst the most highly ranked members of a band save for any Elders. The only advantages a higher social standing bequeath, however, is exemption from common chores depending upon ones rank, and being asked for advice more frequently. For example, Natasha being a peerless singer, was very highly ranked amongst whatever band of Romani he traveled amongst. ! This meant he could have, if he chose, never bothered to help wth caring for the horses, unpacking and setting up tents, or any work aside from singing. However, he could not use his social rank to command others in any way. They might be slightly more likely to ask him for advice, but he couldn't tell them what to do, and they were free to accept his advice or not, at their own descretion.
The Romani follow few if any laws. The laws of outsiders, they don't concern themselves with. Amongst themselves, no Romani, regardless of social rank, can truly order another about. They travel together out of convenience, and camraderie. The closest thing the Romani have to laws, is the Way. The Way is simply the collection of Romani typicals or traditions. There is no penalty for not following the Way, but they simply do follow it. To best sum up the way, a Romani is expected to maintain a fierce loyalty, first to family, then to friends, then to their people(the Romani as a collective). When one promises, and gives their word, they must not break it(though they do tend to be very accepting of technical 'loopholes' when dealing with promises with outsiders however, for example a gypsy might promise to give you "This bag." and show you a bag full of gold, only to give you the bag without the gold... technically honest! , but allowed to fool the outsider by making him expect something different).