One common theme is obsession. Nina is often depicted as being obsessed with Jeff, and this plays a big role in their relationship dynamics within the fanfics. Another theme is the idea of two 'broken' characters finding some sort of connection. Since they are both killers, they have a shared darkness that can either pull them together or tear them apart.
One common theme is the power struggle. Since both Jeff and Nina are killers, there can be a battle for dominance in the fanfic. Also, the theme of unrequited love sometimes pops up, with Nina loving Jeff but not always getting the same in return. And of course, the general horror theme of blood and gore is often there as it's part of their nature as killers.
The relationship can be portrayed as a terrifying one. Jeff could be seen as a predator and the reader as his prey. He might stalk the reader, leaving little signs of his presence to scare them. For example, he could leave a bloody knife on their doorstep.
One good fanfic could be 'The Unlikely Bond'. It delves into how Nina and Jeff's relationship might develop in a really unique way. It shows Nina's obsession with Jeff in a more complex light, not just as a simple one - sided thing. There are also great descriptions of their interactions and how they deal with the challenges around them.
It depends on different factors. In some circles of the horror fanfic community, it is popular. The combination of Jeff the Killer's brutal and unhinged nature with Nina the Killer's obsessive and deranged personality makes for some interesting storytelling. Writers can create really intense and disturbing scenarios, which appeals to a particular subset of horror fans who enjoy that level of darkness in their fanfics.
Jeff the Killer is purely fictional. It's a made-up tale that has gained popularity in certain online communities, but there's no truth to it. It's all for scaring and thrilling those who enjoy such horror concepts.