I think it's the ability to pick up the phone and talk for hours about nothing in particular with perfect ease, even if it's been months between conversations. Or maybe the way you can accept what would normally be an insult ("You're not seriously wearing that, are you? Because I won't be seen in public with you...") with laughter and the realization that you should probably take the advice. Or the way that you cringe for their mistakes, knowing that they're necessary to learn and grow, but wanting to keep them from the hurt that is inevitable and so hard to watch. Or the times I feel downright murderous knowing that someone has treated them badly, and if I could personally punish that someone, I would.
There's really not much difference between the way I feel about my biological siblings and the ones I have acquired through life. Somehow though, it's easier to be thankful for the ones that I acquired...taking the two I got from my parents for granted, I think. The order is somehow reversed, since we started off as siblings and now we have to learn how to be friends with each other.