Some are really confirmed, and the other facts need actual sources. Just to be sure.

Confirmed :
  • Kyuhyun called Yesung for the first day of his radio broadcast "Miracle For You" (060919).
  • Kyuhyun was the first guest at Yesung's radio (Miracle For You) among all Super Junior members.
  • Once, KRY attended an event were Jumong cast was also present. Kyuhyun was very happy and told Yesung : "Hyung...I finally met stars of Jumong !".
  • Yesung is one of Kyuhyun's favorite hyungs when it comes to teasing. Kyuhyun even said he was the happiest when he makes fun of him and Donghae.
  • Yesung and Kyuhyun both picked Shin Hyesung as their role model among Shinhwa members.
  • Yesung wanted to sing "7 years of love".
  • Yesung and Heechul are the weirdest members according to Kyuhyun.
  • Yesung gets easily awake, he's even woken up by Kyuhyun's alarm clock in another room.
  • Kyuhyun is the first one who gave Yesung an early midnight birthday call (24/08/10).
  • Kyuhyun is the one who wrote the lyrics for Yesung's birthday song at The Muzit.
  • At KRY concert in Taiwan, Yesung’s father was holding Kyuhyun’s lightstick.
  • Yesung said that he loves to touch other people, and usually kiss the dongsaengs...especially Donghae, Eunhyuk and Kyuhyun.
  • Yesung has a habit of biting his nails...and Kyuhyun always used to grab Yesung's hands when it would go into his mouth in order to help him stop.
  • Kyuhyun and Yesung are the kind that are unable to sleep after eating.
  • Yesung thinks Kyuhyun is the coolest member in Super Junior.

Exact sources are welcomed :
  • Yesung gave Kyuhyun a headphone necklace when Kyuhyun came back to the dorm after his hospitalization (2007).
  • When Kyuhyun gets bored, he'll give Yesung some hard math tests because he likes to see if Yesung can solve it or not.
  • Yesung is not good at maths. Sometimes, Kyuhyun use that subject to tease him because Kyuhyun is a "maths genius".
  • One year, it's Yesung who called Kyuhyun at midnight for his birthday.
  • Yesung loves to touch Kyuhyun's cheeks, and Kyuhyun makes it a reason why he has so many pimples.
  • Kyuhyun confessed that Yesung loves to touch him.
  • Kyuhyun can describe Yesung and Ryeowook's singing abilities but can't describe his own. And Yesung said that Kyuhyun doesn't want to describe his singing ability because of modesty.