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Our favorite faceless stalker. He's taken an interest in Kate and C.R., and goes after you when you go looking for them... and the results are not pretty.
Big Bad: He's a lot more hands-on than the typical depiction; the entirety of the conflict falls squarely on his shoulders.
The Bad Guy Wins: As long as you live, he always wins, and even if you die, you also lose.
The Blank: He lacks a true face, for sure, but images in The Arrival show that he does have something, at least. We can't tell if they're wrinkles, scales or scars, or some deranged combination of the three.
Darker and Edgier: This is one of most horrific portrayals of the Slender Man ever. In other media, he rarely does anything personally, and leaves it to his proxies to take up the spotlight. Here, he's much more malicious, even sadistic, and for no other reason than his amusement. He actively chases Lauren down, constantly evokes Paranoia Fuel, and physically hinders her progress to keep her from advancing further, while intentionally keeping her in the dark that he already accomplished his torment of her friends and he's just stringing her along with a false sense of hope. He personally ruined the lives of an entire family by capturing a child (Charlie Matheson) and deforming it into an emaciated monster. He drives CR, a freelance investigator, to burn himself to death in a vein effort to keep others from learning about the Slender Man. He haunts Kate Hayes as far back as the first game, when she looked for notes in a forest as a kid, drives her insane, and transforms her into a Slave Mook that's forced to fight her old friend Lauren. It's even revealed that he had been stalking Kate and Charlie's families for a long, long time, and he presumably eradicated Kate's parents as well.
Foreshadowing: Pictures of him are drawn on the walls and in some notes found in Kate's room. If you look out a window after getting the flashlight, it's possible to see him simply staring at you through the window. After a few seconds, he teleports away. He also watches you in the distance as you walk towards Oakside Park, in what appears, at first glance, to be part of the skybox.
Was Once a Man: Subverted, actually. There appears to be a connection between him and Charlie Matheson Jr. (the latters' poster combines with the Slender Man in the secret level), but it turns out that Charlie's just a proxy.
The female protagonist of the second game. Her car is parked at the head of Kate's driveway, as it was stopped by a fallen tree. She goes searching for her missing friend Kate and uncovers various pages written by her other friend, CR.
Ambiguous Situation: Her final fate is left unclear, even in the Hardcore mode. For all we know, the camera could've just been kept on by that point.
Featureless Protagonist: Subverted in that it's fairly obvious that you're controlling Lauren, the only other named character from the writings.
Not Quite Dead: The game ends as she is trapped in a room with a drained flashlight and someone (or something) opens the door to attack her. In Hardcore mode, it seems that she survives... but only because it's in the Slender Man's best interests that she lives.
In the Steam update, she is attacked by a proxified Charlie and taken to the burned house from the first level. After collecting several notes that reveal C.R. was a bit crazier then anyone knew when he and Kate became Runners, she discovers Kate in the second floor, who attacks her. Extensive forensic evidence (ala Garry's Mod) shows that it's not Lauren who gets dragged at the end; it's Kate.
Silent Protagonist: Zigzagged. If you go to the swings on the first level, before entering the house, subtitles pop up. They say "I remember playing on this swing-set with Kate when we were kids". It's the first clue that you're playing as Lauren, but you never hear spoken dialogue.
Another set of subtitles occur when you see the missing poster. They say "I should keep an eye out", but she never speaks them.
The recipient of several notes found throughout the game and the owner of the house that the prologue takes place in. Lauren spends the game searching for her. At the very end of the first level, you could hear a high-pitched scream in the woods, which presumably belonged to Kate. Has become a Proxy for the Slender Man, attacking the player at a couple of points in the game.
Rogue Protagonist: CR mentions that Kate was once found unconscious in a park with strange drawings and a broken video tape, implying that she may have been the protagonist of the original game.
Sanity Slippage: She used to go out ghost hunting with CR back in their childhood. At one point, they started hallucinating, and she was found in a park with a broken video camera, a flashlight and a stash of 8 pages. She was taken to a psychiatric ward, where she was deemed stable and free to go, but it all fell apart since.
Silent Protagonist: Subverted. In the flashback portion in the Arrival where you play as Kate she talks to her camera, saying to shut all the doors and windows. Leaving her room to do that doesn't really work out well for her. The only thing we hear from her after the point of the flashback is her scream coming from the woods at the beginning of the game.
The sender of several notes found throughout the game. A close friend of Kate, who is also being victimized by the Slender Man. Lauren passes another car on the way to Kate's house, which we assume belonged to him.
Ambiguous Situation: Why is he called CR? Perhaps he's actually Charlie Matheson, the kid in the missing poster? Answer: nope - he goes looking for Charlie in the Homestead level, and his real name is Carl Ross.
Driven to Suicide: Strongly implied. He leaves several notes declaring his desire to die and is latter found as a charred corpse in the ending
The Ghost: Doesn't appear in person, although his unrecognizable dead body is discovered in the ending.
Kill 'em All: Based on his writings ("It has to end with you" to Kate and his refusal to let Lauren know of him), it appears that he feels everyone who knows of the Slender Man must die. It explains part of why he burned himself to death.
Kill It with Fire: White chalk on a rock reads "End it with a fire." His charred corpse is found in the finale scenes, possibly by his own hand.
A boy found in a missing wanted poster. In the Steam version, it's revealed that Charlie's father committed suicide after Charlie went missing, and C.R. was trying to help out the Matheson family by looking for him.
Jump Scare: In the Steam version of the Prologue, if you walk around in the woods, you can find an abandoned wooden house. Enter it and you'll see a blue-ish, shirtless and deformed humanoid twitching from side to side as it looks to the wall. This is Charlie, or at least what's left of him. If you go near him, he'll lash out at you, flashing the same blue human images that can be seen in the final level.
At the Steam version of the final level, when you see C.R.'s corpse, Charlie's figure can be seen running straight at Lauren. It's rather jarring, as it's never been seen before in any other version.
Mind Screw: If you keep clicking on the missing poster, you'll get wrapped in a bizarre, fucked up version of Kate's house.
Non-Malicious Monster: Despite being an emaciated, corpse-like being (presumably due to the Slender Man), he actually kept Lauren alive and guarded the stairs to keep her from seeing a Proxified Kate at the top floor.
Was Once a Man: The Steam version of The Arrival reveals that Charlie was turned into a Proxy by the Slender Man.
Tragic Monster: Was forcibly taken from his parents by the Slender Man and mindraped by him, ultimately being so utterly destroyed he doesn't even look human. Though he might be more intelligent then he looks, that's all he has left.
A human found in the generator level. It chases you down along with the Slender Man when you activate the generators.
The Reveal: It's strongly implied that Kate is the Chaser.
Samus is a Girl: The jacket, the hood and the mask all make the Proxy appear rather masculine, when in reality, it's Kate.
Weakened by the Light: No wild howling induced by it, but they will be seemingly stunned for a bit if you shine your flashlight in their face. Doesn't make them harmless by any means though. Get too close and you still get jumped.