IIRC headcanon showed up in tumblr fandom first, as some sort of intersection of 'one-person fanon' and 'unwritten fanfic.' It doesn't necessarily just 'fill in gaps' but also consists of radical reinterpretations of the viewed/read material or a kind of 'viewer's/reader's cut' of the material into a form more preferable to them. What I find interesting (and somewhat alienating) is that this personal read is often uninterested in or actively discarding authorial intent as a key component of absorbing the text.