User blog comment:Auslly~Bobbie~Music/Talk Like Crazy!/@comment-4146635-20140606225448/@comment-5384369-20140606234138

Yeah, apparently they read it on the Creepypasta Wiki, which devotes itself to horror stories.

They thought that Slender Man is the "leader" of Creepypasta, and in the hierarchy of that world, one must kill to show dedication. And one of the girls to the other they should become "proxies" of Slender Man — a paranormal figure known for his ability to create tendrils from his fingers and back — and kill their friend to prove themselves worthy of him.