Blue's Clues/WMG

Peewee's Playhouse and Big Comfy Couch are alternate dimensions of Blue's Clues.
Main character dressed strangely? Check. Friends who help with the learning and activities? Check. Large pieces of furniture which anchor the show? Check. Events that occur every episode? Check.

Steve's (and Steve's replacement) world is the result of him owning a handheld camera and a LOT of drugs.
Who else do you think he's talking to?

Joe and Steve aren't actually brothers.
They're actually secret lovers, but Steve was too terrified to come out of the closet to his young friends, that he told them Joe was his brother. Heartbroken and embarrassed of his cowardliness, he left Joe to "find himself" in college, while Joe lovingly keeps up the facade in front of the children.
 * Does this explain why so many people rejected Joe? They subconsciously knew this so Steve's fangirls/boys make up for it by hating Joe coz he screwed over their hopes...
 * Seems plausible, Captain.

Joe/Steve's powers are not only used for kid's playtime.
Yes, they "skidoo" happily into artwork when the viewer is over and they are playing Blue's clues, but what they're really looking forward to is that each night after everyone else goes to bed they can skidoo into their Porn Stash.

Shovel is a young FTM Transsexual
Think about it. His Viewer Gender Confusion, behavior, voice, look, etc.
 * Possibly Jossed- He's confirmed as a boy on-show, but we can't tell if he's female bodied. Either he's cis, or the cast is incredibly supportive.

Blue and her animal friends are dead
They died around the first episode Blue's brother appeared in. That explains why he didn't appear anymore and the episodes stopped aside from Blues Room. They were a fantasy of a dying Blue. Alternatively..

Steve is a very lonely, over-worked man.
The show chronicles the day dreams he has while at work, of doing nothing all day but playing with a dog he doesn't have and talking to friends that don't exist. Eventually, he becomes so ashamed of himself that he feels the need to create Joe, a new resident in his own house, who he feels deserves it all more than himself.
 * Or maybe Steve gets promoted to a better job, and has to train Joe to daydream to deal with the stress of inheriting Steve's old job.

Steve is a stoner
He always wears green, talks to inanimate objects, the kids have to constantly remind him what he was doing, and he has his "Skidoo" hallucinations too.

Blues Clues and Supernatural take place in the same continuity.
Steve's house is actually Lucifer's Cage. The entire scenario is an elaborate hallucination created by Lucifer's endless years of boredom, which have slowly turned him insane. The 'Steve' Character a detached identity he has assumed as a result, and he constantly solves mysteries in a continual cycle to pass the endless eons of time.
 * Joe is Michael. The events of the Steve/Lucifer series take place at the same time as the Joe/Michael series; They are seperated so they won't fight.
 * Blue is Sam's Soul.
 * Magenta is Adam's Soul.

Steve is a walking Idiot Ball
Think about it. If half of the things that he helps characters do needed his help every time, NOTHING WOULD EVER GET DONE. The only reason he does this is because the characters have been rendered temporarily stupid by his presence. This also explains his bizarre personality--he himself is effected by the field--and the only reason the kids are immune is because they come from the television!

Steve can skiddoo into magazines, too
Oh, like any guy Steve's age wouldn't given the power. Serious Power Perversion Potential.

Paprika is adopted
Because you can't mix salt and pepper together to get a completely different spice.
 * How can you explain Nutmeg then?

Blue won at least a couple hundred bucks in the Superpower Lottery
She can create semi-sentient, shape-shifting, size-changing two-dimensional entities that execute her will (usually delivering messages to Steve, but they could be repurposed for, say, suffocation). They can also be applied to almost anything, including bubbles, your TV screen, and even in one episode sound waves! She can also skidoo into anything two-dimensional, which, if used correctly, has a lot of applications as well. In short, Blue could make an excellent super villain on the level of some of the Batman villains.

Scientific Experiments
All of the young animals in the neighborhood are scientific experiments that have taken shelter with human caretakers. Purple Kangaroo, Orange Kitten, Periwinkle, Green Puppy, Magenta, Blue... and the puppies are hue variations of some DNA experiment. (The puppies ALL LOOK THE SAME, except for color.) We'll probably never know why they were created, but they were apparently discarded to some sort of holographic environment with talking condiments and toys and clocks.