People have been guessing at it for 4000 years, probably longer. Since God is way too much for us to take, the messenger is sent in God's stead, like a diplomatic envoy. What happens then is between humans and God. Angels are not usually there to be meddling fix-its, but our helpers in responding to the truth. Angels guide us in the way God wants us to go, sometimes calling us to take a specific action .
Angels can celebrate and have joy, and presumably other emotions as well.
They do not die, since they are spiritual beings. They are among the 'things unseen' that the Father is said to have made in the Nicene Creed. In their protective roles, angels are in no way Precious Moments-like creampuffs. Most of what one can say about angels can be flipped around and said of demons. Demons, however, have no message of their own to tell, they only have lies so they can undermine God's message.