I've got quite a few, but I'll compile some of them into a little list. I headcanon that:
-Cheavy's first name is Mitch, and his last name has gone through several changes in attempts to hide his identity. He doesn't really remember what his real one is, only his most recent one.
-He started working as a mercenary closer to the time Medic was born, ~1915, in his late 20s. I could very easily see him as the oldest Classic mercenary in his late 70s - early 80s. He would have been on the Classic BLU team later in life, however, closer to his 40s.
-Cheavy was born somewhere in the Midwest, but not the same state Soldier was born. I'm thinking Michigan (or Utah because the only good thing from there is the Utahraptor named after it lol)
-Had past flings with both Classic Medic and Classic Pyro, with Bea being a rebound after it didn't work out with Cmedic (aka he left to work as a Nazi doctor and then got deboned by tf2 medic). Cheavy got cold feet with the idea of him and Bea having something more serious like he did with Cmedic. His future relationship with TF2 Medic would similarly be a rebound of the first one, wholly unaware that he's exactly the reason his first love never returned.
-Cheavy is a strict domtop and hates being seen as weak or being overpowered, seeing his position in a relationship as a form of power. However, one of his most shameful fantasies is exactly that - being overpowered or otherwise incapacitated (drugs, restraints, violence) and forced to play a submissive role. CNC and noncon potential is abound, especially with someone like TF2 Medic.
-He does not particularly care for animals, especially not Medic's doves, but he does have a soft spot for big fluffy dogs that can double as powerful allies, such as Caucasian shepherds. He had a puppy as a kid that doubled as his best friend.
-Cheavy does not care much for labels, especially not for sexuality. To him it's not gay if he's wearing the pants, even if the relationship becomes a serious romantic one, but for all intents and purposes he's bisexual with heavily internalized homophobia several degrees stronger than Scout's.
-His dick is the biggest Medic's ever taken, and that's saying a lot. Bigger and thicker than Heavy's, with the libido of a demon that even Medic has trouble keeping up with, thick as a coke can and an outright footlong. Thick foreskin and very veiny too, and even if he's losing some hair on his scalp he's got quite the thick, greying bush. Heh, and Medic thought he'd make light work of Cheavy due to him being a grandpa (metaphorically; he does not have any children let alone grandchildren that he knows of. aside from that baby baboon)