There is a fan theory that Mima is the one that taught Marisa how to use magic. This is mainly because during Marisa's first appearance in Story of Eastern Wonderland, Marisa tries to protect Mima who she calls "Mima-sama," and when Mima defeats Marisa during Phantasmagoria of Dim.Dream she scolds Marisa to train harder. It is also worth noting that every attack Marisa used in her first appearance, Mima could use as well (final boss fight of SoEW) with variations.
Although some fans say "Clownpiece is the new Mima."
Her disappearance and personality have been compared to that of Swayzak from Toonami's, with Swayzak being the Mima of Toonami. (Both Mima and Swayzak were around for a few years, then disappeared; both made an unexplained cameo later on; both haven't returned in the current incarnation of their respective series yet, even though their creators hinted they would, although fans continuously speculate they'll return and even make theories about why so. However ZUN doesn't seemingly openly hate Mima.)
Some people believe Mima is still around in Gensokyo, though she isn't involved with any incidents recently. Some others believe Soga no Tojiko is her daughter. (But then who's the father? Or is Mima lesbian?)
Some fans believe Mima can switch between her ghost tail and human legs at will.