Mesprit are a Pokemon believed to be tied to humanity's earliest moments, having came to aid humanity after they've been granted knowledge by Uxie. While the Sinnoh myths believe them to be a singular being who simply gave them the ability to feel emotions one day, in reality, they simply taught them the importance of expression and bonds.
They are behind some of the earliest civilizations and cultures, with many of the earliest traditions, festivals, and funeral rites having been introduced to the humanity by them. As humanity advanced, however, they slowly faded away from the spotlight. This gave them the mythological legacy they have today, although they can still rarely show up at places of great emotion such as festivals or funerals.
Where Mesprit exactly live is unknown, although they leave the nest to pursue their passions upon sexual maturity. Emotional maturity, however, is slow to develop for them. Many of them latch onto one or two specific emotions, hyperfocusing on exploring them, before eventually mellowing out and learning that other emotions are important too. With this maturity also comes the progression of their emotional powers. The more a Mesprit experiences an emotion, the more power they have over that emotion. They can never truly drain someone of that emotion entirely, although they can manipulate it to great effect.
Multiple Mesprit have never been seen at once, but they appear all around the globe. Each region has their own take on how their Mesprit sightings go and how each of them behaved, making it hard to ever substantiate those claims due to inconsistent reporting. Unlike many other legendary Pokemon, which tend to be spotted around specific landmarks, the spirit of emotions is typically found almost anywhere and everywhere.