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For guesses pertaining to a specific game, see the following pages:

    Paper Mario 64 
Mr. Hammer, Spikey Tom, and Spikey John are traitors to the Koopa Troop.
That quiz show seemed a little too helpful. Not only does it provide Peach and the player with information on the next Star Spirit, but Mr. Hammer gives you a super-special item perfect for sneaking around just for participating, tells you how to use it, and makes a point to specifically tell you not to use it to go sneaking around. So, basically, he gives you information, ideas on how to get more, and the means to do so. Doesn't he come off a bit obvious? Mr. Hammer is secretly on Mario's side and is playing his part in sabotaging his de jure king.

Merlon actually explained the Ancients to Mario in the first Paper Mario game.
Mario, of course, wasn't able to recognize its significance and fell asleep.

The story of Merlon's ancestor actually involves time travel.
While the story starts in third person, as Mario is spacing out Merlon has switched to first person. Obviously, the story involves him encountering his own ancestors in their timeframes.

Jr. Troopa in the first Paper Mario becomes Bowser Junior after this game.
He both looks and acts like Junior and appeared exactly one year before Super Mario Sunshine. My guess is that after Paper Mario, Bowser found him and adopted him as his own son. At any rate, even if he isn't, he certainly seems to be a precursor to Junior.

The Village Leader from the first Paper Mario is Yoshi from the original Yoshi's Island.
Yoshi probably got tired of adventuring as he aged and moved to Lavalava, where had been with his buddy Brown Yoshi as a kid and caused trouble, and eventually became their chief.
  • Very likely, as he says he met Raphael the Raven once, long ago.

The Peach & Twink duo was the inspiration for Rosalina & the Lumas.
A blonde princess teams up with a little star to help Mario on his quest while they're stuck in space? Sounds like what Rosalina does in the first Super Mario Galaxy game. It may just be a coincidence, though.

Lady Bow is King Boo's daughter.
However, she refused to take part in her father's evil schemes and rebelled.

    Series-Wide 
Save Blocks, from an in-universe perspective, cause premonitions.
If a person hits a Save Block, they see themselves continuing on with their adventure from there until they make a fatal mistake and pay the price. Sometimes, they may see multiple examples of this in sequential order. That way they can avoid what it was that would've killed them. You know when you're playing the game and you die and have to start over form the last save point? That's all in Mario's head. And that's why they call it a Save Block; they save you from getting yourself killed.

Shigeru Miyamoto will be less involved with the next Paper Mario game.
He was more or less the one responsible for at least some of the issues in Sticker Star (i.e. lack of story, characterization, oversimplified battle system).

Kamek makes some appearance in each of the first three Paper Mario games
  • In Paper Mario he is either the Magikoopa who follows Twink and attempts to ambush Mario at the end of the prologue chapter.
    • Alternatively he is the Magikoopa who guards the switch in Bowser's Castle and commands the three Koopatrols.
  • In Paper Mario: The Thousand-Year Door he is the Magikoopa who reports to Kammy Koopa that Princess Peach was captured by the X-Nauts.
  • In Super Paper Mario he is the Magikoopa who stands at Bowser's side when he and his army prepare to invade Peach's Castle.

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