Typically, the Three Sisters react in a similar manner upon entering the Belle Marche. Sheryse is the adventurous one, intrigued by all the sights and sounds of the market and the most heedless of any dangers. Marie is the brash one, the most suspicious of everything she sees and the one who makes withering sarcastic comments even if she allows her sisters to drag her along. Brielle, meanwhile, is always the innocent one. She is depicted as wide-eyed and startled, like a doe lost in the wilderness, yet by the end of the tale, she is also the one who bursts out of her shell the most.
A common initial stop for the girls, for instance, is the White Rose. It's an infamous establishment in the Belle Marche, serving tea and cakes to noble patrons by day and at night transforming into a house of ill repute filled with male and female prostitutes in elegant dress. The girls go there because the building is fashionable, someplace they can escape from the market's crowds. Inside, Marie is the first to realize that the "friendly gentlemen" are not what they seem. Brielle is scandalized, but it's Sheryse who runs off to dance with these men despite her sisters' protests. This leads to a chase through the White Rose, Marie and Brielle stumbling into room after room where they are confronted with various patrons (Empress Celene herself is frequently mentioned). Marie scathingly berates these patrons, while Brielle is intrigued despite herself and eventually drawn off when Marie isn't looking. Marie throws her hands up in disgust and joins a dwarf in smoking an illicit substance from a wild contraption. It's at this point in the tale where the girls' desperate chaperone, La Bête, appears in the White Rose and things truly get interesting.
Details vary, but by the end of this part of the tale, the White Rose is in flames, La Bête has pummeled her way through a legion of clueless patrons, and the Three Sisters are led out the back door by a charming elf──completely unaware anything is amiss behind them. To my knowledge, however, the White Rose has never burned to the ground in its entire existence and maintains a legion of guards that makes such antics implausible. Even so, the tale is stubbornly believed to be true even in Val Royeaux itself.
──From Tales of Val Royeaux by Lord Werner Jauquin