Little Willies : Poetic Form
As a poetic "form", the Little Willie is best known as a quatrain consisting of rhyming couplets. In other words, four lines with the rhyme scheme AABB (however, you'll often find the rhyme scheme ABAB).
But that doesn't really cover it -- Little Willies are more about content than metre (which becomes blatantly obvious when you try to pin down a metre by reading a few in a row). In fact, the Little Willie's truest to "form" are about some horrible child doing something horribly violent (or coming to a violent end), but told in a light-hearted (some would say callous) manner.
Just think of them as truly dreadful incidents where nobody seems to care beyond getting a bit "vexed" or denying special treats to the perpetrator.