Hellspawn: At Comic Book Resources, Mike Mignola talks about the genesis of the Hellboy franchise, and from what spark the supporting cast was born. Okay, not really:

"I have no idea. I don't remember what went on there. I guess it comes out of growing up with Marvel comics and if I think back, my original idea was to do a team book- I have no idea why, it's too much trouble- but I came up with this team book and one of the first drawings I did of 'Hellboy' had him surrounded by this group of other characters. I remembered I was trying to come up for the name of this team and the only thing I could come up with I liked was Hellboy, so I shifted it from being a team book to being about Hellboy with this floating supporting cast. I think Abe Sapien is because I lover the Sub Mariner and loved the visuals of the underwater stuff- there's no high concept to it, just 'oh, I like water guys.' Why do I have a girl who spouts fire? I have no idea, I don't remember what I was thinking about or why I thought it'd be a good idea."