Nymphs tend to be linked to the physical features of the world that they protect, with some of them dying when these features die, but others being regarded as immortal. Their origins aren't always clear. It's tempting to think that they spring into existence with their natural features (as is the case with Necile in L. Frank Baum's The Life and Adventures of Santa Claus), but some Nymphs are regarded as the children of specific gods, like how the Pleiades and Hesperides are daughters of Atlas, and the Oceanids the offspring of Oceanus and Tethys. I've also seen mention of women who die in the water sometimes being turned into water nymphs themselves.
While some stories of Nymphs involve their sexuality, or others' attraction to them. Hylas was carried off by Nymphs who admired his beauty, Calypso fell in love with Odysseus and offered to make him immortal if he remained with her, and Daphne was relentlessly pursued by Apollo until she turned herself into a laurel tree. But other myths make them caretakers, with Zeus himself having been raised by Nymphs until he was old enough to take on his baby-devouring father, Thetis (the mother of Achilles) cared for Hephaestus, and Egeria cared for both Theseus' son and the second King of Rome. And Baum seems to have latched on to this latter tradition when he made Necile the foster mother of the young Santa Claus.
And, since I feel I would be remiss in my duties if I didn't use this topic as an excuse to post pictures of naked women, here you go: