On May 31, 2014, Morgan Geyser and Anissa Weier, both 12, allegedly lured their friend Payton Leutner into the woods in Wisconsin and stabbed her 19 times, police say.

They later told investigators they had no choice: Kill for “Slenderman” or he would harm them and their families.

Anissa and Morgan were charged as adults with first-degree intentional homicide. Their fascination with Slenderman, a fictional Internet character, and its impact on the girls is the focus of the HBO documentary Beware the Slenderman, which debuts at 10 p.m. Et on Jan. 23.

Anissa’s parents were as shocked as everyone else to learn about their...