A fanmix is a playlist or a list of songs that relate to a certain aspect of a series or the series in general. So, like, you’d gather up all these cool tunes and put them in a list or put them up on 8tracks so other people can relate the music with the situation in the books.
A headcanon is a little bit more difficult. Pretty much it’s something you think happened in the books that you’re not actually sure happened. Like, for me, one of my headcanons is that Newt cried to Alby when he almost did the thing that I won’t spoil. And, of course, these don’t always have to be serious. Like, if you think Minho got funky with Ratman, then that could be a headcanon!
I hope these made sense. If not, I’m sure others could explain it better. <3