PCX is two other worldly entities merged into one. They have taken the form of the Blue Blur, and use their abilities to lure unsuspecting victims to their demise. PCX is able to traverse to any games that include the Blue Blur in them at will, and can manipulate the game in any way they see fit. The reasons PCX does this is unknown, but it doesn't seem like it's twisted games will end anytime soon. Avoid any Blue Blur related media, and don't open any unnamed boxes that aren't meant for you...