Well, when they not emitting from radioactive material (Beta radiation) or doing mysterious stuff at boundaries in Electrolysis, Batteries and such, or being 'liberated" on a photo cathode, or flowing in a vacuum (Vacuum tube, electron gun, travelling wave tube, magnetron in a microwave oven or in an accelerator) they are associated with atoms and molecules. But exactly where they are then is a probability function.
Like photons they can behave like particles or waves.
We know quite a bit how they relate to things, and how photons (or chemical reactions) can "pump" electrons to higher energy level, or they can drop in large numbers from higher level to lower level resulting in near monochromatic light (particular energy of photons) as seen in Chemical powered Glow Sticks, (same fluorescent chemicals can be pumped by RF, Electricity and UV light), lasers, EL panels, LEDs, OLEDs (which work more similarly to EL panels than regular LEDs), Gas (plasma) discharge like Neon, Sodium Vapour, Hydrogen, mercury vapour etc.
We can know what energy they have or where they are but not both exactly. We can use them instead of light in an Electron Microscope. They "like" being in Atoms. They probably do not Orbit the Nucleus like planets orbit a sun.
With AC, none ever come to your light bulb from the Power Station. The ones in the Light Bulb (Tungsten, or CFL) are always much the same ones. Maybe.
With DC, the making of the connection moves at nearly the speed of Light (as with AC). But the Electrons hardly move in the wire compared with Electrons in a TV tube or Valve (USA radio tube). We think they spin in concert in a Magentron, which makes the Microwaves in Radar or an oven.
The apparent "size" and mass varies hugely with what you are doing. They are MUCH heavier in a 28" colour TV CRT than 6" mono tube and least in liquid Helium. The "size" depends on how you "squint" at them and what you are doing. But they are certainly very small. Neutrinos are more mysterious and may be smaller. Most Neutrinos pass through the entire Earth with no effect at all. If Photons (light) can be validly regarded as a particle they must have no mass.
Positrons (or something behaving like an opposite charge version of Electron) have been detected and are regarded as anti-matter version of Electrons as a result.
But we have no idea what Electrons are.