WMG / Pajama Sam

The events of Pajama Sam 2 caused the climax of Ouendan 2
When Pajama Sam had accidentally pressed the big red button, it had caused parts of the World Wide Weather to scramble. One of the machines affected was the sun machine, which didn't get its fuel due to the lack of Wing Nut. In result the sun was on the verge of dying. As Pajama Sam was getting Wing Nut back to its place, the both rival Ouendan realized the need to teamwork. The teams cheered and so did the Earth, giving the Sun enough energy to survive longer. Eventually Wing Nut is restored to his place, and the sun was restored to full health.

Pajama Sam's house is a TARDIS
If you think about it, he goes into his closet and he finds the Land of Darkness and he goes into the pantry and finds himself in Level Ate.

Paper knows that the plunger is his, and he is a Jedi
When Sam grabs the plunger from the ski route, Paper knows that it is his plunger but he sensed by using the Force, that the Sam needed it to save the world.

Pajama Sam owns at least two editions of Pajama Man issue #1, each with a different cover
Each cover corresponds to one of the stories in the issue. The edition with Dr. Grime on the cover is by far the rarer of the two.

Pajama Sam's future self wrote/will write the Pajama Man series.

Sams’ house is an interdimensional hub— and his Mom knows.
Since we never actually see Sam’s mother, I’m gonna peg her as non-human: She has blue skin, like her son, so we’ve already got a bit of evidence in that direction. This theory states that not only is she a non-human entity, she has the ability to create and manipulate portals to other universes. She’s kind of an interdimensional explorer, who gave up her day job to settle down and raise a kid in a nice suburban community.

However, she still retains the power— and she uses her connections with dimensional deities to help her out with parenting. Kid’s freaking out over sleeping in the dark? Well, hey, you slept in that guy’s guest room for a month in college. Kid won’t eat his veggies? Seeing the effects of political imbalance amongst the food groups will teach him to have a balanced diet! Thunder and Lightning? Oh, they’re just the nicest couple! Of course they’ll put him up in the weather machine for a night— hopefully he doesn’t break anything.

Anyway. This would explain why the characters in the “pretend” worlds make pop culture references and jokes that go over Sam’s head, and why everything always works out fine in the end. And as a bonus? That carrot that’s in every game is an interdimensional traveller as well. And, though it’s going out on quite a limb, he’s Sam’s biological father. It was a fling back when his mom was younger, okay? He’s clearly a child of the 60s, so it sounds about right, age-wise. She’d been meaning to have a little explorer of her own, anyway. Sam’s mom sends Sam off on interdimensional travels to raise him correctly, and Sam’s dad watches over him on these adventures.

Sam is friends/neighbors with Ned Needlemeyer.
Sam's adventures all deal with moral issues in his life, with a hyper-active imagination that makes them appear to inhabit entire worlds. Furthermore, manipulating these worlds allows Sam to understand and cope with said issues. Ned Needlemeyer goes through the same process with his nightmares, albeit in a far darker, more abstract way. It wouldn't be surprising if they went to school together or something.