My understanding was that Feegles used to live in the land of the Fairy Queen - it's never explained (to my satisfaction) if this is the same queen from Lords and Ladies or not - my feeling is that it's not.
Anyhow, the Feegles were expelled from Fairy Land for being... "pished" and they came to live in Discworld.
As far as we know each clan of Feegles has its own Kelda and the majority of offspring are male. When a girl is born she is trained by her mother until it is time for her to leave and then she takes a group of her brothers and goes off to a clan that doesn't have a Kelda.
And before anyone says it - NO! Not like Smurfs.
Just to add - when Tiffany stopped being Kelda another female Feegle from another clan came to be Kelda in Tiffany's place. She brought several of her brothers and chose her Big Man.
Look, you've got it all wrong! You don't NEED to follow ME, You don't NEED to follow ANYBODY! You've got to think for your selves! You're ALL individuals!
Yes! We're all individuals!