So some  Headcannons that I have are

-New Mexico will ask some of the states that are cold if they can cuddle up against them to cool off.
And vice versa from the states that are cold and want to warm up they ask New Mexico or Arizona.

-if you touch any of New Mexico children you may die.

-New Mexico is a road runner hybrid.

-They do get along with Florida.

-their siblings are any state that had Mexico influence. And relatives are any state that has been influence.

-are in a relationship with California.

That is it for now.
Word count is 105.