Jimmy is a fish who stars in the movie, Fish Brain Parasites.
When Jimmy was about to sleep, his dad warned him about fish brain parasites. After his father left, Jimmy closed his eyes and slept, and fish brain parasites came and infected Jimmy. Jimmy was brought to the two scientists, and showed no reaction to the scientists, meaning that Jimmy was infected and never got cured. This movie caused Milo to believe Fish Brain Parasites were real ("Parasite Fright").