I'm not sure I get it.
To be honest, I've never really understood the Fey subtype - every explanation has always seemed to me an analogy of stereotypical elves from nearly every Hobbit inspired campaign setting: protectors of nature and the forest, "fey" as the dictionary definition, hidden peoples.
What distinguishes them? The First World? Because the Elves of Golarion have their "First World" too - the gate in Kyonin leads to it. Fairies? Okay, but fairies don't scream "threat."
I've tried to consider them as Brothers Grimm style Watchers In The Woods or the fairy tale trope of unknowable THINGS that are alien to our understanding - but that seems pretty close to the Outsider subtype.
Help! I'm running a Falcon's Hollow campaign and Queen Syntira just seems like an elf!
How do I make the fey different?
EDIT: Thanks for putting up with all the questions!
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Read some actual stories about the the mythological Fair Folk (who were called that because if you didn't they'd come and do...things to you). They are not Elves and do not operate in the same way.
Or, to put it another way, look at this TVTropes page.
That's what the fae are like and for, thematically speaking. And it's not the same kind of 'otherness' as Outsiders have going for them at all. It bears some similarities to elves in other worlds...but elves in Golarion are nothing like that.
Ecologically speaking, look at the article mentioned, which explains why they are like that (at least somewhat) in Golarion specifically.
You could also have a look in The Dresden Files novels, "Lords and Ladies" by Terry Pratchett, and "Jonathan Strange & Mr Norrell".
Basically, fey are not rational beings. They don't subscribe to mortal logic, because they are solely driven by passion. Sure, there are some fey who come across as benign, but that doesn't stop them from being d*cks to mortals by playing painful pranks on them. They simply don't understand that they could harm people. If you tell them, they may be sorry for their actions for a little while, but they will forget eventually, or they just can't help themselves.
The other ones are just frightening.
If you're looking for well-written examples of fey, I would also advise reading the two books of The Kingkiller Trilogy currently out by the phenomenal author Patrick Rothfuss. The two books are named The Name of the Wind and Wise Man's Fear. I place a special emphasis on the latter of these books, as it had a great deal more about fey than the first, though I'd hate for you to read them out of order!
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There was another thread about incorporating them into a campaign that really covers a lot of this but to put it in short think of them like little children with all the powers of gods and humanity is their toybox. At the end of the day mankind is just a box of toys that they play with, some of them are good kids and take as best of care of them as they can, others are Sid from toy story.
Okay, that TV tropes article DEFINITELY helped! That makes me feel a lot better. Elves are at least living in the world of logic; Fey are not.
That helps - thanks everyone!