yes, they do talk to you in a sickening cute manner, but they're hard to warm up to once they start failing things 20 times in a row and then blames YOU for it.
"Were you thinking of me all day? I kept feeling weird and messed the craft up."
But when they're happy, they say stuff like. "I wish my master is always you." "I feel so energetic", etc.
And when they're sad, they get suicidal, "Oh, even sprites gets tired." "Aye, this is life!"
But, you probably would appreciate it less when they drain 90% of your income for useless things.
As for the rest of your questions:
there are around five in each tribe, there are 10 tribes implemented and 2 upcoming.
Of each tribe, two are purchased at the tribe's king's altar, for 1000 fame and 4000 fame respectively, these usually have the better abilities.
The afro is a sprite hat, you need to purchase one but you can put it on any sprite you own.
In addition to that, there are 12 "tribes" of guardian sprites, but all of them have the same ability per tribe, just that you can name them yourself and choose their appearance (whereas wild sprites are color-coded and have pre-set names).
As for evolving learning talents, only guardian sprites can do that. Wild sprites, once their EXP meter is full, should be released back to their king, in which they'll then give you a reward (But if the meter's not full, your reward is less, and a barely-trained sprite will make the king punish you).
Evolution happens at 21 and 51, in which case they can then advance to new levels.
Learning new talents can be done by purchasing a talent book from the item mall, but it's best done early because the talent starts at level 4, which will take a while to level up to any capacity.