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This is a "Wild Mass Guess" entry, where we pull out all the sanity stops on theorizing. The regular entry on this topic is elsewhere. Please see this programme note.
Hell Girl
Ai's grandmother is Clotho.
That is, one of the Moirae (the three Fates in Greek mythology), the one who spins the thread of life.

Ai destroys the shrine that Sentarou built in her memory
at the end of the first season as a sign of forgiveness. He built it because he felt guilty for the role he had in her death, so once she'd come to terms with it, she saw no more reason for the shrine — a manifestation of Sentarou's guilt — to exist anymore, so she destroyed it.

In season 2, episode 11 ("The Distant Adjoining Room"), Ren borrowed the pink sweater he was wearing from Shizuko Amagi, the episode's client.
You know, so he wouldn't have to walk-of-shame or anything like that.

Hell is Not Eternal
Maybe this is an attempt of mine to make the show seem just that much more cheerful, but the thing that has been keeping me wondering is that we are never really shown what Hell is actually like. We get a few sequences in Season 1 when Ai gives her clients a "taste of hell", but that was hardly very convincing. There are a few points in between the seasons that we can infer some information from:
  • Season 1: The idea that Hell is eternal is pretty consistant through this season. The gate that Ai and her ferry passes through is clearly a Shinto gate, so for now, let's assume that the hell in Jigoku Shoujo is Yomi, the Shinto Underworld. Yomi isn't necessarily Hell (it isn't a land of pain and suffering), it just is an Underworld of Limbo where the dead goes to, and it is eternal. This would make Takamagahara the "Paradise", which in comparison, would indeed make Yomi feel like Hell.
  • Season 2: This is where the "Eternal Hell" idea becomes a bit more distorted. In the very first episode, the idea of "Repentance" is brought into the series when the Lord of Hell demands Ai to repent for both herself and on behalf of her parents. This would cause the idea of Hell to veer more towards Japanese Buddhism. A major point is that Ai no longer says "Your soul shall forever be lost in pain and suffering, never knowing Paradise" during her speech to her clients. And in Episode 13, it is revealed that people go to Hell depending on "proportions" of their sin (the man will go to hell for both murder and using the straw doll). These points, along with Wanyuudo's rather hopeful speech at the end of episode 5, implies that redemption is still possible even in Hell. This point is further supported in the opening of...
  • Season 3: Despite the fact that Ai says the "Your soul shall forever be lost in pain and suffering, never knowing Paradise" part in her speech again, there is something interesting in the speech and painting of the Opening. In the Opening of every episode, where Kikuri gives a speech, she mentions the "Infinite Hell of Avici". The painting shows various scenes of punishment, such as a man being devoured by dogs, people being beaten by Oni(s) and masses of skeletons impaled or fighting. This is clearly based on Japanese Buddhism and early Taoism. If that is the case, then Hell, despite being very long, is certainly not eternal. The Hell of Avici is indeed infinite, but it obeys the same princicples as all Buddist hells. It is one of the hells designed for a specific group of grave sinners. Most (except for the few who achieved enlightenment) will go to the Underworld when they die, and there, they will be sentenced to a length of punishment by the Enma (lord of the Underworld), in proportion and in form of the sin they committed. After this sentence is served, they will be allowed to reincarnate, and doing so erases all their memories.
So why does Ai still include that part in her speech? My guess is that it is an exaggerated warning, as sense of time would indeed become distorted in Hell, and the fact that the sinners will not remember their experience there, Hell would certainly seem eternal. Maybe the Lord of Hell doesn't actually want people to send each other to Hell, and Ai's warning is a subtle white lie to help people change their mind. If this is true, then it would certainly make the series a bit more hopeful, as some of the victims certainly don't deserve to spend eternity in Hell. Or maybe I'm overthinking it, but then again, that's what WMG is for.

Ai's victims get one chance to save themselves.
When a contractor pulls the string, Ai's agents torment the victim in some appropriate manner, but it always seems to end the same way: they ask the victim if he has anything to say for himself. The victim always responds with defiance, and only then does Ai send him to Hell. So what happens if a victim does repent? We've never seen this happen, despite how horrific the torture sequences are (maybe they're magically designed to be scary but not interfere with the victim's honest response). But the agents almost always ask, so surely the answer makes a difference.
  • Just one flaw here: the people who get sent to hell for no fault of their own almost never get a torment scene, implying that they're just taken and that's it.
  • It's actually plausible if you take in consideration that she gives her victims one last chance to repent for the sin that caused the contractor to pull the string. If the contractor pulled the string out of pure spite, then the victim has no chance to repent for any sin because they are not guilty of anything, yet the sin is being pushed onto them by the contractor, so they'll invariably go to hell by the lord of hell's rules. What happens to the contractor in case the victim gets saved, though, is left a mystery, though it's possible that they go to hell instead of the victim.

Ai is pissed in Mitsuganae
See above — and then notice that Ai is no longer giving most of her victims that last chance. She's also been systematically destroying the life of Mikage, a totally innocent girl. In the past, innocent children have been Ai's only weak point, but it looks like her death in Futakomori has cured her of that; she's become more bitter than ever, almost sadistic. Her agents don't seem thrilled about it, either.
  • She lost her faith in humanity. Perhaps she have seen everything humans are capable to do, and just wants to send everyone to Hell. I wouldn't let the poor thing get all the guilt, though; Humans Are Bastards.

Ai's existence in Mitsuganae is maintained by those who seek her.
While it is true that Ai dies at the end of Futakomori, she seems to continue existing through Mitsuganae onward. This Ai may not be the same being as the Ai from the first two seasons. Even after she appeared to be gone, there were still those carrying a grudge they could not release. All this built-up hatred and bitterness maintains Ai's existence as a sort of thoughtform, In short, She exists because they want her to.
  • That would explain the change in Ai's behaviour, she is not really the soul Enma Ai but a kami or onryou created due to the belief people have in her existence. Thus she acts in a manner that they believe that the Jigoku Shoujo should act.

Ai doesn't accept contracts if the victim is only being targeted because they express different beliefs than the client.
In episode 15 of season 2, the client's daughter tries and fails to target the representative of an opposing political party, and the show later implies that this is because someone already has a contract on him. But if that's the case, then it's probably the same with Japan's other politicians too, and most of them should be dead.

The wara-ningyo/straw doll is potentially similar to Death Note...
... in the sense that its presence might or might not compel the contact/victim to pull the string eventually. Most likely, the presence of the doll simply remains a nagging fact in the back of the contact/victim's mind, like a thought they do their best to suppress but can't help but return to over and over again. Notice how several of the victims took out the dolls several times before pulling the string. Is the contact/victim is strong enough and by miracle manage to talk things over with the other party/tormentor, it can be possibly avoided (we HAVE came close to avoid having someone sent to Hell twice already in the first season- both times, the two parties talked it over. They still failed because in one case, the target was tired of life and actually asked to be sent to Hell, and in the other case, the target, for some reason, Took a Level in Jerkass all of a sudden and grabbed an Idiot Ball, demanding the string be pulled even after the contact/victim told them that the victim will go to Hell, practically minutes after target and victim reaffirmed their friendship.), but it takes a lot of effort and loads of luck. Not to mention throwing the doll away doesn't work.
Heaven's Lost PropertyWMG/Anime & MangaHellsing

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