Dora was a five-year old girl who lived in a small desicrated house in a spanish slum. Dora was born into a family poor factory workers and was the only child after her mother had a untimely death due to complications during the delivery of her first and only child.
Now believe it or not, Dora has dementia and schizoprenia, hence why she imagines her best friends being a giant red chicken, a blue bull, a green iguana etc., Boots on the other hand is actually Dora's parole officer who was hired by her father to protect the little girl from many dangerous thugs that roam the streets but Dora imagines her body guard as a grey monkey that wore red boots. Asides from that, she imagines the town as a rainforest with bizzare animals and people.
Her mental illness was later diagnosed when she forced to drop out of school by her teachers due to her constantsly banging her head on her desk multiple times with her head tilted on the side. This is pretty much the reason why Dora doesn't go to school in any episodes of the show.
Now, you probably know Swiper the Fox, who always tries to steal her stuff, well actually outside of Dora's mind, he was a masked knifeman who tries to mug Dora and whenever he did, Dora would say: "Swiper, no swiping!" three times to the mugger but that didn't stop him as he decides to kill her but runs away after her parole officer wields out her gun at the masked man. So yeah, Swiper didn't run away because Dora told him to not steal her belonging but Boots had a invisible gun.
Another thing that will shock you is that Tico is not a purple squirrel but a pedophile who would try and kidnap Dora but this leads to road chase with the police as they try and save Dora, but she doesn't see Tico as a threat.
So that's practically the theory of the story behind Dora the Explorer, but is it true? will Dora ever find out the truth if it is?
Well... I guess we'll never know!