1. While it's not really confirmed, I have a sneaking suspicion that moogles are mammals. Furry and all that.

2. It's not confirmed, but it is heavily implied that the the "heavens" the moogles descended on a ladder from anchored by Good King Moggle Mog XII was indeed the Churning Mists. Presumably they simply migrated from wherever is underneath the Churning Mists (Abalathia's Spine? Abalathia?) to the Twelveswood.

3. Aside from emotional states changing pom colors (like Flumphs in D&D), there appears to be a little bit of realistic evolution going on. The Twelveswood Moogles have normally orange poms, while the Churning Mists Moogles have pinkish poms. (Do ones on the First have different colored poms? I think they might be sky blue, but I'm too lazy to jump on just to check.)