Blanche has Histrionic personality disorder.She's very melodramatic, absolutely must be the centre of attention, is frivolous and open, and maybe has sort a little problem with... sleeping around.
See the article on The Other Wiki here.
Sophia was a figment of Rose's imagination.You know how, in the first season, Sophia would only do a few side jokes and fade away? Many of those times, she fades away JUST before or after Rose enters the room. Rose either created Sophia from Dorothy's memories, or created Dorothy as well. When Rose takes charge in the spin-off, she is more confident and sharp. Sophia is less so and is going senile. Rose used Sophia (and possibly Dorothy) to vent her snide remarks and still seem nice. When she got more confident and closer to her friends, she started to let up on these visages.
Dorothy had a third childOr rather, a first. Michael, despite apparently being the firstborn of a 38 year marriage started by a pregnancy, is only 30ish. Dorothy must have been pregnant eight years before she had him. Dorothy had a stillborn child when she was young and scared and inexperienced, on the way to the hospital. Overly traumatized, 8 years later, she became pregnant again with Michael and automatically folded the two births together for her mind to heal. Stan didn't cheat on her solely because he was attracted to younger women; there was her mental condition and the 8 years and the dead child she had forgotten. Dorothy is always angry with Stan because she subconsciously blamed him for the loss of their firstborn without realizing it. Sophia, Salvador, The Zbornaks and Stan all kept the secret from her, knowing that she had been catatonic for the 8 years in between. This explains why Mama Zbornak disliked yet respected her. Sophia has probably told Blanche and Rose the truth, possibly while Dorothy was affected by Chronic Fatigue Syndrome — her previous mental problems may have contributed to whatever was happening to Dorothy. There's a reference to the child Dorothy and Stan conceived out-of-wedlock still being alive. (Sophia remarks that Stan and Dorothy had an "accident" in the car they took to the prom, and that this "accident" still calls her grandma.) Maybe the child that prompted their shotgun wedding is alive, but Dorothy and Stan both refuse to acknowledge him/her. Maybe the trauma of the pregnancy was so great that Dorothy's response was to ignore the child's very existence.
Dorothy's daughter was the reason she married.While it was once implied that Michael was the first born, it was never stated. It's far more likely that his sister was the eldest, especially since her age is never given.
Rose is the smart one.Rose is incredibly smart and witty, the rest of the girls don't understand her dark and incredibly dry humor. See The Cuckoolander Was Right.
The entire series is a massive "Back in Miami" story that Rose is telling to friends in St. Olaf.If she tells her friends in Miami about life in St. Olaf, why wouldn't she do it the other way around? And like her St. Olaf stories, it's long, gets sidetracked, misremembered, and has nothing to do with what her friends were talking about.
Dorothy's father is haunting her, but she's not aware of it.In one episode, the actor who plays Salvador plays a jester at the restaurant Dorothy goes to on a date. This isn't a coincidence. Salvador is actually possessing the jester. The audience can see him for who he really is, but Dorothy just sees the waiter whose body is being occupied.