Why did the Heelshires gave the specific instructions to play Brahms' favorite music so loud? For him to be able to listen to it through the walls.
Why were the Heelshires so unconcerned with the extra food they buy, and insist on not throwing it away? Because they were also feeding Brahms.
Why was Mrs. Heelshire worried about rats getting into the walls? Because they could have, with all the tunnels installed that Brahms uses to get around the house without being seen, not to mention Brahms supposedly not being fond of animals.
More Brilliant than that: the Heelshires obviously use poison, because the rats we see being collected from the traps are already dead. So why bother with traps at all? Because if the poisoned rats weren't confined after eating the tainted bait, some of the dying rodents might stagger back into the house where the real Brahms could be exposed to the poison, or perhaps use it on someone.
Why did Brahms ruin Greta and Malcolm's making out? Because it was the real Brahms is "in love" with Greta and was jealous watching kiss and show love to another guy.
Why did Brahms not kill Malcolm instantly when he came out of the wall or when he knocked him out (he did not know Greta was watching until she screamed for Malcolm, so it's unlikely he just wanted Malcolm alive to lure Greta back), yet killed Cole first chance he got. Because Brahms loves Greta (in his own way) and was obviously the one watching Greta and Malcolm make out earlier. While Brahms was undeniabely jealous (Hence why he started playing the music), he probably knew that the affection and love they showed each other making out was genuine, while Cole was an abusive Jerkass. So he spared Malcolm because he was nicer to Greta but killed Cole because of how terrible he was to her, a strange Pet the Dog moment.
Also, Malcolm had been delivering supplies for the Heelshires for years. Even though they'd never met face to face, Brahms had probably watched him through the walls on plenty of previous occasions, and considered him to be a familiar presence and a friend to his parents. Even if he was jealous, Brahms may have been hesitant to kill one of the only people he'd known (even from a distance) since early childhood.
Also, Greta talked to Brahms in his bed and told him she needed his help. We don't know exactly what she said, but we can infer that she told him she was afraid of Cole and wanted Brahms to protect her from him.
Before the Heelshires leave Greta with Brahms, Mr. Heelshire says "Be good to him and he'll be good to you, be bad to him-" and is then interrupted by his wife. This is especially chilling upon re-watching the movie and realizing he might have been trying to warn her about the real Brahms living inside the walls.
Mrs. Heelshire mentions many nannies had applied for the position and Brahms rejected them all. Adult!Brahms later screams at Greta about Malcolm "If you leave I'll kill him! I'll kill him just like the others!" Just how many unsuspecting women have the Heelshires lured into their home only to be murdered by Brahms?
How exactly did the adult Brahms come out of hiding, move the doll, and go back into hiding without ever being seen or heard? Even granting ninja-like reflexes, there's not much time to have done anything, especially on some occasions when the other characters are just out of view.
