One major fan theory circulating around the internet during the show's run was that notable Marvel Comics villain Mephisto (essentially Marvel's version of the Devil) was the one truly pulling the strings behind the Westview Anomaly.
Of course, it turned out to be Wanda Maximoff herself running the show (with some chaos thrown in here and there by Agatha Harkness) but the WandaVision team has definitely seen the speculations about Mephisto, and appear to have been caught off guard by the theories surrounding the character.
In a recent interview with Mashable, WandaVision's head writer, Jac Schaeffer, expressed her surprise and confusion upon hearing the Mephisto fan theories due to her "[not knowing] who Mephisto was" until press publicity for the series began in early January of this year:
"There was never any conscious intention on my part to create any Mephisto red herrings, because I didn't know who Mephisto was until I started doing press."
On the topic of fan accusations of the writers "teasing" Mephisto without delivering him to the audience, Schaeffer deemed the perceived "clues" as simply "a real coincidence."
"Why did we talk about the devil so much? That's a real coincidence. He wasn't ever part of our storytelling conversations. We were very clear that the big bad is grief. And then the external bad is Agatha. So as a viewer and as a lover of the show and the characters, I didn't want anything more than that."
Schaeffer further clarified that the goals of WandaVision's creative team were to highlight "intimate moments" between the central characters rather than focus on a big villain.
"We just all tried really hard to put ourselves in her shoes — which is bizarre because she's a superhero and part of being in her shoes is imagining what would be like to have the mind stone come for you. But more than anything it was about those intimate moments, those very personal moments with you and the people that you love."
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THE DEVIL'S IN THE DETAILS
The Marvel Comics universe is vast, so it's understandable that even those who work for Marvel might not have knowledge of every single character the company has ever included in their stories. It was likely very strange for Shaeffer to be bombarded with theories about a character she didn't even know about.
But given that phrases like "the devil's in the details" are a common part of language, the "hints" towards Mephisto simply being coincidences makes sense, even though it's not what some fans were hoping for.
As has been greatly discussed recently, WandaVision is a show about dealing with trauma and grief and having a villain controlling Wanda's, or even Agatha's, actions would have taken away from that aspect of the story.