Myth vs Reality
Iron kills the Fey Folk
Iron hurts them, as much as being whacked with a pipe hurts you. However, it's been discovered that most fey are able to reassemble themselves in one way or another after a while. The time that might take depends on the individual fey.
Cold Iron and iron are the same thing
While iron is a common metal found across the globe, there are rumours that cold iron is not of the earth at all. Cold Iron is its own material, with its own unique properties.
The Fey are genderless
Yes, and no. All fey have a physical representation of their pronouns on their clothing, an active choice rather than biological determination. They would at least like you to know how to address them while they are talking, chasing, or killing you.
Only the strong can survive this battle
Being wise, tactical, or diplomatic will also help you survive in this world. While the Fey courts began with an act of violence to get a foothold in the material world, they may be just as likely to engage in conversation as combat.