Alexandra was an intelligent and highly artistic woman. She was the musician of the family, and likes playing the piano. She was also an excellent singer and contemporaries noted that this kind of talent is something unusual for a princess. She had deep blue eyes and black hair, characterisitcs that were noted by her father to be "Prussian". She loves flowers, particularly roses (like her aunt and namesake, Alexandra Pavlovna). She was also Konstantin Nikolaievich's favorite sister and one of the few people who could calm his restless personality.
I think Gatchina was Alexandra's favorite palace and she loves giving small "concerts" in its halls and boudoirs. If I'm not mistaken, it was also in Gatchina were she met and fell in love with her future husband, Frederick of Hesse-Cassel. So Gatchina holds a lot of memories for her.