Acknowledged by Afro alone through his gazes in Ninja Ninja's direction and his liking for telling the white haired wonder to "shut up", it is revealed in the last episode that Ninja Ninja was merely an illusion created from Afro's feelings of guilt and regret from killing his Master for the "Number Two" headband. Ninja Ninja also seems to represent fear and hesitation, since he constantly advises Afro to avoid fighting when they meet a very strong opponent. Almost like Afro's subconscious screaming out to him.
