Warning! SPOILERS for Stranger Things season 4.
Billy Hargrove was possessed by the Mind Flayer in season 3 of Stranger Things - but was that all part of Vecna's plan? Stranger Things season 4 revealed that Vecna has been behind everything since the beginning. After Eleven banished him to the Upside Down after the massacre at Hawkins Lab, Vecna/Henry/001 has been biding his time, learning the ways of the Upside Down and gaining control over its various terrifying monsters. This includes Stranger Things season 2 and 3's villain the Mind Flayer, first depicted as a monster composed of shadow, and then a creature of melted flesh.
Stranger Things' Mind Flayer, much like Vecna, had psychic abilities that allowed it to possess its victim’s minds. However, where Vecna induces a trance-like state in his victims to open a gate, Stranger Things' Mind Flayer's possessive powers were more focused on creating an army of disposable soldiers. The infected people would eventually lose their lives and melt into becoming part of the Mind Flayer's horrific physical body.
After Stranger Things season 4, it is clear that Vecna sent the Mind Flayer after Eleven to steal her powers from her. Considering the importance of Max's and Billy's relationship to the overall storyline in the latest season, it's interesting to note that Billy was the Mind Flayer's first victim in season 3. His death at the hands of the Mind Flayer lead to the guilt that consumed Max throughout Stranger Things season 4 and allowed Vecna to infiltrate her mind. Considering this, it is possible that Billy was chosen by Vecna specifically for that purpose. However, choosing Billy as the Mind Flayer's first victim could also be a coincidence - a coincidence that could lead to Vecna's eventual defeat.
Vecna's decision to attack Max is understandable. He needs to establish a strong psychic connection with his victims, and it is easier to attack minds that are fragile from trauma, guilt, and fear. Max's guilt over Billy's death, not just because he was her step-brother but because there were times in her life when she wanted him to die, provided more than enough trauma for Vecna to manipulate. Max likely wouldn't have been chosen as one of Vecna's victims had her grief not been so all-consuming after Billy's death in Stranger Things season 3. Considering the Mind Flayer was able to infiltrate certain minds just like its master, and Billy's mind was riddled with pain and anguish as well, it's easy to imagine that Vecna made the connection between the two step-siblings and exploited that for his own gain. He might have known of the friendship between Max and Eleven and decided that going after one of her friends would be the easiest way to get close to her and steal her powers.
However, Vecna is also afraid of Eleven. His powers in the Upside Down make him feel like a god, but Eleven has beaten him once before. His goal in sending the Mind Flayer to Hawkins was to ensure that Eleven would no longer be a threat. However, by targeting one of her friends, it ensured that Eleven would do whatever was in her power to return to Hawkins to save those she loves. It is implied that Eleven's pain over Max's death is what forced Max's heart to start beating again, which means that while the micro gate caused by her death did open, it may not be as solid as the others as she came back to life a mere few minutes later. Choosing Billy as the Mind Flayer's first victim caused this chain of events: Max's grief was so palpable that Vecna couldn't resist, which set Eleven on a path to getting her powers back, possibly stronger than before, which will allow her to fight Vecna again when the time comes.
It's probably safer to say that Billy was chosen as the Mind Flayer's first victim because of his fragile state of mind. He was constantly angry, overwhelmed by his abusive father, and became abusive himself in return. It is interesting to note the connection between Billy, Max, and Vecna, and perhaps Stranger Things season 5 will provide a more concrete answer as to what Vecna's true knowledge of the Hawkins gang has been all along.
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