The Grand Duchess Anastasia was often described by those who knew her as a very naughty child, an “enfant terrible” and a wag. She had a gift for mimicry and a proclivity for pranks that sometimes went too far. 

Once, she rolled a rock up in a snowball and threw it at her sister Tatiana, hitting her in the face and knocking her unconscious. Anastasia was a child who rarely cried, but this was one of the rare times she burst into tears, fearful that she had hurt her sister. 

The incident cured her of her worst tendency toward pranks. 

Above is a photo of Anastasia being scolded by her mother, circa 1908.

Sources: Thirteen Years at the Russian Court by Pierre Gilliard and Nicholas and Alexandra by Robert K. Massie