Verdict: Busted (But Rooted in Truth) · 1990s
A round blue Pokémon appeared in the anime before it existed in any game. Playgrounds named it Pikablu and invented a dozen ways to catch it in Red and Blue. It was real — it just was not in those games, and it was not called that.
Pokémon Red and Blue promised 150 creatures and hinted at more, and the anime ran slightly ahead of the games. One of the creatures it showed early was a round, blue, mouse-like Pokémon with a ball-tipped tail. Because it resembled the series mascot, fans named it "Pikablu", and a rumour grew up that it could be obtained in Red and Blue — through elaborate and outlandish methods that spread by word of mouth and, increasingly, on early fan websites. None of them worked, because the creature was not in the games at all. It was Marill, one of the new Pokémon being prepared for the second generation, and it became obtainable only when Pokémon Gold and Silver were released in Japan on 21 November 1999. The name refused to die even then: it was widespread enough that "Pikablu" appeared on an official Topps trading card. The episode is the cleanest example of how the Pokémon franchise generated its own folklore. A game built around the promise of hidden creatures, supported by an anime that could show things before the games did, and played by children comparing notes before the web could settle anything, was almost designed to produce rumours like this one.
Most game rumours start inside the game — an odd sprite, an unexplained room, a line of text. Pikablu started outside it. The animated series and its supporting material showed a Pokémon that no cartridge contained, and for a child holding a copy of Red or Blue the natural conclusion was not "this is from a future game" but "there is a secret I have not found yet".
That is why the capture methods were so elaborate. A creature that could not be found by ordinary play must require extraordinary play, so the rumours described long sequences of unlikely actions, each one unfalsifiable to anyone without the patience to try them all. The rumour was, in a sense, a correct reading of the franchise's promise applied to the wrong cartridge.