The Loch Ness monster story that Chef's parents tell is based on a skit that Trey Parker and Matt Stone used to do with each other during their college days. They were initially reluctant to include it in the show out of fear of coming off racist.
Mr. Derp and his wacky antics are Trey Parker and Matt Stone venting their frustrations with starring in BASEketball (1998) and having to appeal to its lowest common denominator humor (it's also where the phrase "derp" originated).
First appearance of Mr. Derp, it's also the only time the character is given dialogue and real screen-time. He is a background character every other time he's seen.
A succubus is a demon of mythical origin; the female equivalent of an incubus. It is a female demon that tempts men into committing "Acts of sin and fornication" and to steal souls of men through sexual contact. However, mythology states that a succubus exists in the dreams of men, not normally appearing as a physical being.
This is the first appearance of Thomas and Nelle McElroy.