She is an illegal immigrant.
1) She speaks spanish... she speaks spanish perfectly... what is she like...5? Her backpack even speaks spanish perfectly!
2) That backpack of hers has EVERYTHING in it! And we're talking everything! Life support, water/food, clothing for any weather, ropes, grappling hooks, shoes.... i mean c'mon!
3) She's carrying a freaking ZOO with her! I mean, she has a monkey, an band of insects, a bajillion other animals! Really! What kind of legal immigrant has that many pets!?
4) She's always on an "adventure" to transport a "package" to some destination and is always being stalked by a person trying to take that package... i mean... really, Swiper is so obviously some sort of border patrol person trying to collect evidence of Dora's entire narcotics trafficking buisness
Dora the explorer is obviously and illegal immigrant! Just look around! The explanations are everywhere!!!