There is a DJ known as Nocturnal Ned who works at Arnold's hometown radio station MJZZ. Nocturnal Ned is actually a caricature of "Hey, Arnold!" creator Craig Bartlett, who also provides his voice in various episodes.
The sign outside the Sunset Arms Boarding House reads "No Children, Pets OK". This sign can be seen in various places in other episodes, most noticeably at the pool Arnold and Gerald unsuccessfully get into in the heat wave episode.
Ruth P. McDougal was originally Arnold's love interest, and as Arnold talks about her, Gerald constantly tells him that it's hopeless because she's a sixth-grader. However, as Lila was introduced, Ruth was phased out.
Helga's middle name, Geraldine, is a tribute to former Nickelodeon executive Geraldine Laybourne. This was confirmed by the show's creator Craig Bartlett in a chat in which he revealed that Geraldine was what the G. in Helga G. Pataki stood for.
In the Halloween episode where Arnold and his friends fake an alien invasion, the name of the place where the "U.F.O." (actually the water tower with Christmas lights) landed is Well's Ridge. This is a reference to Orson Welles, who did a fake radio broadcast in which aliens landed on Earth.
In episode "World Records", one of the records in Arnold's book is set by a fictional person named Frannie Caudell. The voice of Helga is Francesca Smith, and the voice of Arnold at the time was Toran Caudell.