Thursday Next/WMG

Colonel Next's first name is Monday.
It makes perfect sense, seeing that all other members of Thursday's immediate family are named after days of the week. Her mother is Wednesday, her daughter and son are Tuesday and Friday, respectively, and she herself is Thursday. The only name / day not taken is Monday.
 * No, there's still room for a Saturday Next and a Sunday Next. Though Saturday is an extremely awkward name...
 * Completely unrelated, but the HR lady where this troper works is actually named Saturday.

Colonel Next's first name is Colonel.
The days-of-the-week names are from Thursday's mother's side of the family. She married Next for the cool factor of the names. Future!Next got his past self eradicated and then rescued himself because it looked like he was about to get a promotion. Or a court-martial.

Yorrick Kaine is Big Brother from George Orwell's 1984
In Something Rotten, he is revealed to be, but think about it! He is a literary character even though he never appears in person in any book. He has the power to gain obedience from many people with minimal effort from himself. He enjoys initiating war with other countries and claiming that a (nonexistent) state of war has always been, as proven by the Volvo incident. Have we got a clearer picture? And it's established in The Eyre Affair that where you have two similar characters, they are often the same character - so Yorrick Kaine could be both  and Big Brother.
 * Secondary Theory....Kaine is/was/will be (Given Fforde's Penchant for Chrono Tropes he could be either or all three) Big Brother, but due to the Alternate History of the series, there were no World Wars and therefore no Animal Farm and therefore no 1984. Since time travel is  then Kaine may have become Big Brother but still been defeated in a similar manner.
 * Nice idea, but since Germany occupied England in World War II there must have been at least two of them.

Granny Next is Thursday herself

 * Confirmed as of book four.

Mycroft was truly in only one Holmes story.
The rest was Doyle reading of Mycroft in an early edition of the story and writing the rest of his appearances himself.

was eradicated.
Not. There's really no way to tell without Chrono Guard records, and even then it can be unclear.
 * Possibly. It's also possible that . So her family assumed that was what happened, and Thurday has no way to prove otherwise.
 * Aornis makes reference to  when Thursday visits her at T.J Maxx, not exactly disproving   but why would Aornis, at this point a prisoner of the Chrono Guard, be able to
 * The true extent of her memory powers is still unknown, so it's possible that she remembers anything her victims do, whether it was thanks to her changing their memories or reality changing everything else, or even that her own memories are impossible to edit. I prefer the latter possibility, since the former is a maddeningly inefficient way of keeping track of what she's done, though it might explain her being totally 'round the bend to the other side of psycho. If the other Hades family members (especially Acheron, as is nearly canon) have similar game breaking effects of their special skills, it would certainly help explain why none of them had been captured in so many generations, and why at least the current ones are clearly insane.
 * Another potential problem with this theory is that Friday seems to think Jenny is a mindworm as well, whereas with his natural Chronoguard talent protecting him from his own father's eradication while still in the womb, one would expect that noticing his sister missing would be a piece of cake. In the spirit of WMG, however, perhaps Friday is hiding the truth about hiding the truth.
 * Another potential problem with this theory is that Friday seems to think Jenny is a mindworm as well, whereas with his natural Chronoguard talent protecting him from his own father's eradication while still in the womb, one would expect that noticing his sister missing would be a piece of cake. In the spirit of WMG, however, perhaps Friday is hiding the truth about hiding the truth.

Thursday Next and The Kugelmass Episode are both set in the same 'Verse
They match up so well, it's utterly uncanny, but of course, Thursday is set in England in 1985 whereas Kugelmass is set in New York in 1978. It's established by Victor Analogy in The Eyre Affair that a literary character crossing over into the real world (or vice versa) was not an unheard of occurrence, and the incident with Kugelmass and Emma Bovary could easily have been one of the precedents. In addition, the Great Persky is in the same business as Mrs. Nakajima, charging $20 for round trips to and from the Great Library.

Thursday Next comes from Romeo and Juliet.
Very old, classic literature, that includes that exact phrase. Seems like a fairly likely allusion.
 * Jossed. It's a phrase the author's mother used to use frequently; Thursday's name is an homage to her.

Jurisfiction was founded by Lex the bookworm after Bookworm Adventures Volume 2, and his home is the Great Library
For those unfamiliar with Bookworm Adventures: at the beginning of Bookworm Adventures Volume 2, Lex discovers multiple portals surfacing in the library where he lives. At the end of the game, the portals are still there, and he decides not to do anything about it because it "might be fun." Who's to say he didn't eventually realize that the Book World needed some form of order and start an organization to provide for that?

The Archive is The Dresden Files' representative in Jurisfiction.
Given that she knows everything and anything that's written, she would be a pretty powerful ally for Jurisfiction to have... and given how much power she has, a really bad enemy to make.

Lethe is actually the worst of the Hades family.
In Greek myth, Lethe is the river of forgetfulness- perhaps he's the one who sets up his relatives and has them forget that they'd been set up.

The BookWorld is infinitely recursive.
In First Among Sequels Thursday's adventures had been novelised, and Thursday meets the versions of herself from those books. That means they would have included the parts where that Thursday went into the BookWorld, which would include the Thursday Next books written about her including the parts where she goes into the BookWorld, which would include the Thursday Next books...
 * Knowing BookWorld, they'd probably reuse as much of the "real" fictional worlds for the "fictional" fictional worlds as they could. Remember there are only, what, seven pianos in all of fiction?
 * Yes, it sometimes feels like it. I was wondering about how many levels of book within a book within and so on we've had in this series. Unfortunately canon says that the in-universe Thursday Next series doesn't really cover the book world. But since that is probably about to change, given the end of Missing, it may turn out like that indeed.

Friday Next and Betty Stoker will eventually get married.
They are about the same age, they both come from a very special family, they may meet each other one day as Spike and Thursday are good friends, so why not?
 * They meet, they marry, but you forgot step two: Angst. "Your mother is responsible for the death of my mother! How I hate you! And yet I love you! And yet..."

Heathcliffe has escaped Wuthering Heights and taken over Twilight.
Heathcliffe has been threatening to make a PageRunner attempt to get out of Wuthering Heights and star in something else. Where else have we seen an abusive lover of that magnitude? He's escaped from Wuthering Heights and broken into Twilight, either getting himself cast as Edward Cullen during construction, or kidnapping or killing the real Edward. Naturally, he takes Cathy with him to play Bella, which explains Bella's slavish devotion to Edward as well as her obsession with Wuthering Heights. This also explains Stephanie Meyer's insistence that Edward is the perfect boyfriend - the Edward she wrote was an ideal partner for any teenage girl, but she ended up with Heathcliffe instead.

Films and TV are parts of the Book World.
Since plays are included in the Book World, it stands to reason that films are too. After all, films have scripts, and everything written down has a place in the Great Library. Of course, ad-libbed stuff probably isn't present, but everything scripted should be.
 * Which explains why they use Bobby Ewing as shorthand for All Just a Dream.

Thursday5 will manage to transform Jenny into a real Book World character

 * Jenny really exists as an imaginary friend type character. Since Thursday5 can see her, she can figure out how to transfer her to the world where imaginary beings can outlive their creators.
 * It's possible that, due to Thursday5's experiences involving Jenny, Jenny is officially "imaginary" within Book World, and that for an extant version of her to exist in Book World would require someone (like Thursday) writing fiction about her with the conceit that she exists within Book World and/or Thursday's world.