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.
WARNING: There will be spoilers below, perhaps even some sanity. Ye have been warned.
Lucci is a madness machine.
Or, more accurately, two beams that later become the red eyes, in the hallucinations of its victims — Lennartsson found it, looked into the beams, got transfixed and saw instead a creature — weak, pleading, bruised. He quickly ran off, returning later with a purse that it could rest in, and they haven't been separated since. This is why no one else heard the frantic hisses and growls — there never is one, never was. Perhaps some slight beeps from the machine, at most. When Lennartsson left Lucci's purse with the Count, the Count was abrasive to the idea at first, remember — and then he looked down into its beams, and got ensnared by it.
The reason we saw Lucci at the end of the finale is because the bag opened towards the camera when he scurried off. We're all mad too, now.
Lucci is Alien.
Doing this as a favor, and even creating an account in order to write it, some thoughts of mine ought to be written down. First of all, Lucci is Alien from 5A. (Vintergatan 1) Alien in Vintergatan 5A was all the time in the fish's body, so apparently he's able to invade any body he want. Alien was a minion of The Gas Station, the secret station of controlling the Universe, and was responsible to make sure planet Earth would gestate and grow, in the right way. However, as is pretty normal for a powerful minion, he wanted more power. By revolting. That's why he sought up the Terrible Trio, stole the body of a pet named "Lucci" and provided them with hints and leads. Especially Lennartsson, as he wasn't as closedminded as the rest. But as the Triumvirate was neutralized, and Lucci escaped with Lennartsson and the Fifoon-captain, Alien'll eagerly take any advantage that opportunities arise, in the probable sequel.
Sorry for editing your post, New Troper — 'twas only to clear up some confusions and HTML-errors. All in all, however, it is a good theory...not to mention, the mental image of Lennartsson mumbling soothingly to Lucci one morning as he feeds him with some earthworms, and Alien snapping back with a furious retort... ...only to find he can't speak, only being able to hiss and growl, even though Lennartsson can still understand him (master-pet connection, you know) is too good to pass up.
Alien is an angel.
He ascends the original four to a higher plane, gives them a mission to save the earth, and never shows his true appearance, or even speaks in clear messages. Also, Lucci is a demon — whispering sweet nothings to Lennartsson, not to mention being the source of his power, which implies he's sold his soul to Lucci. And then, when Lennartsson is forced to leave Lucci with the Count due to going on his mission, Lucci is all too eager to corrupt another soul. Of course, if you keep the 'Lucci is Alien' theory above in mind, this would mean that Alien is the Devil -- a fallen angel. Far-fetched? Maybe, but this isWild Mass Guessing.
Before joining the Triumvirate, Lennartsson was an agent for a famed space-model.
Think about it. He's unscrupulous, knows exactly how to rub people to get them to do things to his advantage, and carries around a purse with a small demon in it. Where else could he have picked up on that line of fashion than Space-Paris Hilton? Plus, his bio on the site states that 'he's tired of being in the background, and wants to stand in the center for once'. Imagine — he had been around other people all his life, watching them grow rich and famous for not-quite talents while he gets ignored, simply being that one person who books the gigs...well, it'd condone that line of thinking quite a lot, wouldn't it?
The Count is directly descended from The Count from Greveholm.
The arrogance and singlemindedness, yet ability to become so much more creepy when he wants to? Got that from his grand-grand-grand-grand-grand-grand-grand-grand-grand-grand-grand-grand-grand-grand-grand-grand-grand-grandfather.
Alien is a Vorlon and Lucci is a shadow agent
Going with the angels and demons theme above, and considering the two facts that 1: the series drop quite a few shout outs. 2: This is WMG, I think it's not that far fetched really.