“There’s a lotta things about me you don’t know anything about, Dottie. Things you wouldn’t understand. Things you couldn’t understand. Things you shouldn’t understand.” -Pee-Wee’s Big Adventure (1985)
What she means:
But how did Pee-Wee find the Playhouse in the first place? What was he like before he found it? Where does he come from and where does he go to when he leaves? Where do all the other characters come from and go to?