Since they are not a breed their personalities will vary according to their upbringing and family history, ranging from extremely social to feral kitties. One sure thing when you see a calico, you're most likely in front of a female cat. If born male, they are sterile and have a shorter lifespan. (Note: even sterile cats should be neutered to avoid behavioral issues.)
Calicos should not be mistaken with Tortoiseshell cats or Torties. Torties are similar to Calicos in that they have black and orange coloring. However, Calicos are usually mostly white with patches of color, while Torties typically have a mainly brownish coat with streaks of colors and almost no white.