Hey Arnold's Pigeon Man appeared in one episode and became the center of a very dark and depressing fan theory. Here's how it goes and why it's wrong.
Hey Arnold! was not safe from dark fan theories, but there's one in particular that went as far as to create a new origin for the series.
Hey Arnold! introduced a boy with football-shaped head and his bully, Helga Pataki. However, she's not the real bully in the series: it's her parents.