Have you always figured there's something fishy about Lord Varys? Word on the street is he's a merman — well, merlings are how they're addressed in the novels. While this theory looks absurd at first glance (and has been refuted several times over by actor Conleth Hill), the supporting evidence is overwhelming.
According to Nerdist, this theory originates back to a user named Nightflyer on the A Song of Ice and Fire Wiki. The vast amount of information gathered to support this claim rests on two main events from the show. In season one, Arya hears Lord Varys and Illyrio conspiring in passages under the Red Keep. Once the pair are out of earshot, she discovers a hidden well that ensures a discreet way in and out of the kingdom. The assumption is that this concealed waterway speaks to Varys's preferred mode of travel.
In the second season, Tyrion threatens to have Varys thrown into the sea and our potential merman replies, "You might be disappointed in the results. Storms come and go, the big fish eat the little fish, and I keep on paddling."
We could go on, but think about it: we never get a clear view of Varys's (aquatic!) lower body because he keeps himself covered in flowing robes. We rest our case.
For those interested in reading more, Reddit user AllegraGeller combined much of the theory's evidence into one thread.