If you think that the only relationship between Count Olaf and Lemony Snicket is that one of them is an author and made up the other one — then boy, have you got that wrong. Within the A Series of Unfortunate Events universe, both Count Olaf and Lemony Snicket are real people — and they're linked in several surprising (and rather convoluted) ways.
If you've read all the way to the end of A Series of Unfortunate Events (and you'll know if you got there, because the last book is called The End), then you'll be aware that Count Olaf once had a love affair with Kit Snicket, Lemony's sister. So that's connection #1. And once you've figured out that the darling, dearest, dead Beatrice from Lemony's dedications is the Baudelaires' mother — and when you've remembered that Count Olaf is a distant relative of the Baudelaires — well, there's surely another connection there. And now for a dark one: in The End, Kit Snicket hints that she and Lemony were once at the theater with the Baudelaires' parents, and smuggled them a box of poison darts — the same murder weapon that killed Olaf's parents. Yikes, did Lemony Snicket have something to do with Olaf's parents' death?
But don't worry, with a little more detective work, the connection between Lemony Snicket and Count Olaf gets a whole lot simpler. In companion book The Beatrice Letters, Lemony tells Beatrice that Olaf (or O., as he calls him) is in his class at Volunteer Fire Department school. So that clears that up: they know each other through V.F.D. school, even though they did end up on opposing sides of the V.F.D. schism. (One branch of the organization devoted themselves to fighting fires, the other to starting fires. No prizes for guessing which side Olaf was on.)
But wait, there's one more thing. In Lemony Snicket's Unauthorized Autobiography, we get to see the extended Snicket family tree — and there's one mysterious branch labelled 'O' that I just can't stop staring at. Is it possible that Count Olaf is Lemony Snicket's cousin...? Here's hoping the Netflix Series of Unfortunate Events adaptation gives us some much-needed answers!