There is a lot of things we don't know about Hayate.
The following information was obtained from various unreliable places in the web and may or may not be accurate. At any rate, the validity of the information presented is, at best, doubtful.

I will attempt to clear up the information when I go to Japan this winter and buy the Official Naruto character information book (Rin no sho).

Gekkou Hayate

Likes: Coffee (this seems to be a rather universal assumption among Hayate fans)

Other debatable abilities, traits and characteristics:
1. He is often associated with crows and can communicate with them as well as use them in attacks.
(clear up: While crows do show up on his death scene, there is no concrete evidence that they were grieving for him as their master or simply eating at his dead body.)

2. He isn't a morning person and has insomnia.
(clear up: while the bags under his eyes does indicate that he probably didn't get a good night's sleep, again there is no concrete evidence that shows this.)

3. He and Genma know each other and are good friends.
(clear up: while they should know of each other as they are both Jounins, Genma has never appeared in the same scene with Hayate and was merely his replacement as the Chuunin Exam Tournament judge. There has been no solid evidence of direct correlation between these two.)

4. He used to be in the Anbu squad. And he uses senbon (needles).
(clear up: As Jounin, he is qualified to join the Anbu, so it is a possibility. However, he has his katana, so I don't know why he wouldn't use that instead.)

5. The girl at the graveyard with Kakashi who later appears in Anbu uniform vowing to take revenge on Hayate is his girlfriend/wife/lover/whatever.
(clear up: It is possible, but evidence from Japanese sites point to a sister/brother relation. I would guess that if that was true, she would probably be an older sister as opposed to a younger sister.)