Okay, here is the basic backstory on Slenderman.
Slenderman started on the internet humor site Something Awful as part of a photo editing contest. The creator one "Victor Surge" (real name Eric Knudsen) did several pictures and tied them together with some back story about disappearances in the 1980s. Contrary to popular belief, Slenderman is *not* public domain and he actually owns the rights to the character now, and several projects involving it have gotten cease and desist orders. This much can be found on the Wikipedia, and I believe Something Awful still has the original pics for the contest in their galleries somewhere.
There is however a little more to it than this. What really helped catapult Slenderman into a degree of stardom and expand the mythology is one of the projects which apparently got approval, an ongoing ARG known as "Marble Hornets", the wiki for which can be found here:http://marblehornets.wikidot.com/ along with more stuff on Youtube. Basically it's a series of videos about someone who accidently discovers Slenderman during a home film project, abandons it, and then leaves the tapes he made to a friend who then goes investigating. It's included clues leading to side-videos and the like for people who want to elaborate on events and the chronology since the format of seeing recordings means that some of the things you see are supposed to be out of sequence to other events. I still follow it occasionally, but if your interested in checking it out, understand it gets very weird, and you do get to see Slendy a few times, but for the most part it's at atmospheric slow burn kind of thing.
Slenderman also showed up in "Lost Girl" indirectly where one of the bad guys revealed that "Slenderman" was one of the names he was known under.
Creepypasta and other photos showing Slenderman are very common and very popular, to the point where a lot of sites specializing in such things simply won't accept more of them. What's more certain ARG sites give Slendy his own section from other horror works, specifically due to the people wanting to try and duplicate the cult-success of Marble Hornets.
Perhaps most interesting about this case is of course how this one ties into certain conspiracy theories. As I've mentioned before one of the more interesting theories going around right now is that the proliferation of "ghost hunter" shows, "found footage" horror movies, and similar things is specifically encouraged by the government because of almost everyone having a sell phone that doubles as a camera. It means that anyone finding anything and recording it would instantly be doubted, effectively torpedoing the argument that "weird stuff couldn't be out there, otherwise some dude with shoot it with a cell phone and everyone would know". The same can also apply to Creepypasta because after all if someone ever did get on the internet and warn people about a haunted video game cartridge, a curse, monster, or deep dark secret, nobody would take it seriously, especially if it was uploaded anonymously on the internet. Slenderman gets a certain special mention here because of theories that there is a lot of truth to it, but now nobody will take it seriously, whether the original photoshopper is in on this, or not, is a matter of debate. This is why every once in a while you run into Slendy being mentioned as an actual "Cryptid" or an "Urban Legend" rather than as a purely fictional creation. Interestingly some version of the Slenderman mythology (there are several, with perhaps Marble Hornets being the most involved, including an X over a circle symbol used to either ward or invoke Slenderman, I'm not sure if they ever resolved which it does... or both) that posit Slenderman is a creature of subjective reality that exists because belief in him has given him form, and he's not happy about it.
This last point is rather academic as I'm sort of curious as to what specific Creepypasta these girls read, and why, among the thousands of these bloody things out there, did they decide to take that one seriously. Of all the crap that might in theory let you summon Slendy or join his cult (if you think he has one, in Marble Hornets he has this guy in a weird mask that seems to do his will at least part of the time), why would they be convinced that one of the most extreme creepypastas as it involves actually killing someone is for some reason more real than the others. Even 12 year olds are generally going to have reasons, and I have to admit I'm morbidly curious. What's more if nobody can now find a Creepypasta that has such a ritual devoted to Slendy in it, that's probably going to fuel conspiracies for years... at least among a certain crowd.
At any rate, there is more than you probably ever wanted to know about Slenderman. It also makes me wonder how many people have gone to Disney and looked for Gascots, or walked into mental health facilities and such and made the request that is supposed to trigger a challenge to one of the Holders (which incidently always struck me as a cool inspiration for a weird horror-scavenger hunt story if someone wanted to make a movie or whatever out of a Creepypasta series).
