During a scene in episode 8, Cupboard, we see a scene in which Salad Fingers pets a beetle and squashes it while talking to it as his little sister. The interaction, like many in the series, is imagery associated with Salad Fingers past, implying he was sexually assaulted or raped by a brother of his when he was very young
A child dies after being trapped in an oven by Salad Fingers, and a man dies after injuring his head against a door. Several other characters are dead as well, however the deaths are not shown onscreen
Salad Fingers enjoys pain. He impales his finger on a nail, drags a hair across his eyeball and rubs stinging nettles on himself (all for sexual gratification)
Yes, many speculate that salad fingers takes place in 1939 but salad fingers is stuck in his timeline, the great war aka ww1 and that he suffers from PTSD from it and his family abuse, and abandonment. It is also speculated that he has multiple personalities, an affect from his mental trama
During episode 12, Postman, Salad Fingers falls in love with and elopes with the corpse of a dog. During a scene in which Salad Fingers realizes his mistake, he states that the dog is half his age. It is also implied through imagery and dialogue in episode 6, Present, that Salad Fingers' father was a soldier who tailgated and eloped with a young teenage girl who ends up being Salad's mother
Salad fingers is often shown as being an implied masochist, and uses sexually charged words when describing certain things. He appears to be aroused by getting hurt and by painful sensations like stinging nettles, but it’s not inherently sexual from an outside point of view