A friend told me about them XD. Maybe Fionna is Finn's mom, Marshall is Marceline's dad or other vampire (you know, if by marceline is more than 1000 years old and still having a young body...), but only Prince Gumball... I read in Adventure Time Wikia that is Princess Bubblegum who make all the Candy Kingdom by herself. My friend also told me that it's maybe just how the Ice King remember something... maybe just a normal adventure of Finn and Jake? Also, in the episode where Susan Strong comes back, a skull similar to Fionna's one appear, so maybe is true that Ice King make that fanfic based in something real XD. Also, nice avatar ! I just saw that episode yesterday XD
I also remember something I realized by myself... If by in the first episodes of the season 5: "Finn the Human" and "Jake the Dog", Finn have a brother in the alternate reality... Maybe he have too a brother in the normal reality, and is maybe a sister... Also, Jake's parents are dead but what about his brother?