The way the various creatures are connected with one another in the "Stranger Things" universe can be a very complicated thing to understand, but what bonds Vecna to the Mind Flayer is comparatively simple. Once upon a time, Vecna was One, aka Henry Creel (Jamie Campbell Bower) , a member of Dr. Brenner's group of wonderkids in Hawkins Laboratory. Eventually, Henry's malevolence results in Eleven (Millie Bobby Brown) banishing him to a primordial version of the Upside Down, which is where he manipulates one of the creatures already existing there into a spider-shaped being of pure elemental terror. It looks just like a drawing he made as a kid, to boot, and seems to be somewhat influenced by his long love of spiders. In short, he and the Mind Flayer are one and the same.
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