Some TMNT stuff was always meant for grownups.
When Casey and Davy were growing up in the Bronx, Davy was the overachieving brother who did well in school and had a promising future in sports, while Casey was an underachiever who did very little work and mostly dedicated himself to girls, comic books and street art. It is Davy's brutal death at the hands of street thugs that motivates Casey to become a street vigilante.
After Casey is done telling the story, the bartender Jesse reveals that none of the story is true—Casey is an only child, and Davy never existed.
- Not only did Casey and Davy never grow up together in the Bronx, but Casey is actually from Brooklyn.