I think that everybody has a few personal headcanons when it comes to pokémon, whether the games or anime. What is your favorite pokémon headcanon? At this moment, my strongest headcanon is that in the anime, Clemont is autistic. I don't even know where this came from, but it's just how I see him. He just has these little moments that I completely relate to.
I have the headcanon that Arceus is only a Creator, so they're not like looking at and judging their creations all the time or something. And then there are "idols" like the Helix Fossil who are "gods for the people to follow", I hope I'm clear enough. It's the only one I can think of right now, I'll see if I remember more later.
I always had this headcanon that, once Max is allowed to have his own Pokémon, his first one would be that Ralts he saved in that one episode. I always sort of thought that, if we were to get a look at Max as a trainer, he would end up a lot like Wally from the games, i.e. first Pokémon's a Ralts, evolves it up to a Gallade, probably gets a Mega Stone too, etc. I've always wanted to write a fanfiction based on what I thought Max's adventures as a Pokémon trainer would look like. I've just never gotten around to it