simply read NJO. thers nothing much to know about any of them until this series. anything that has already been said about them is mentioned at least once in this series. just a few things though:
anakin was touched by the cloned emperor through his mother's womb through the Force.
they were once kidnapped by Lord Hethirir (SP?)
Jacen and Jaina were once again kidnapped, this time by the Dark Jedi Brakiss (SP? again)
Jacen accidently cut of a friends arm during a lightsaber training session when her weapon short-circuited and disengaged
They kick a lot of ass in NJO.
Jacen has an affinity for animals, Jaina with mechanical stuff and Anakin works well with puzzles.
Jacen becomes quite philosophical in NJO and questions fighting, Jaina goes all in flies an Xwing and fights some ground battles against the Vong, and Anakin kicks Vong ass and argues with Jacen.