Wild Mass Guesses for the Kirby: Right Back at Ya! canon. Quick link to Kirby's Return to Dream Land's WMG page and the main Kirby WMG page.
Kirby is a demon beastIn episode 4, it's revealed that Nightmare once made a demon beast that rebelled against him. Because of Kirby's extraterrestrial origin and his instinctive, in-born Power Copying ability, this is more than likely to be true. Or, alternatively...
Meta Knight is a demon beastThe same scene in episode 4 depicting Nightmare's failed creation also shows it holding a sword, adding a link to Meta Knight. Also, the pilot episode shows him with his wings, and he appears to be a monster summoned by Nightmare.
Nightmare wants to be a Big Eater...But because he lacks a true body, he can't. He vents his frustration by creating bizarre food-based (and edible) demon beasts. And if Kirby is truly Nightmare's creation, then this could explain his appetite too. Sort of a fantasy-fulfillment thing.