On the Nickelodeon Animation Podcast, Richard Horvitz fondly recounted how Invader Zim's recording sessions got so spirited that they disrupted production of Dora the Explorer going on in the next room.
Frequently, after GIR drinks something, he launches into an inexplicable coughing fit. What you hear are actual recorded real-life coughing fits of GIR's voice actor, the asthmatic 'Rikki Simons', who could not perform GIR's enthusiastic slurpy drinking noises without aggravating his breathing.
One of the many running gags in the show is the unnaturally frequent use of the word "Doom" and its derivatives. It's the most common word in the episodes' titles (not counting the "The", of course), and is also spoken by at least one character in most of the episodes themselves, especially in the first episode where it's uttered about 100 times by four different characters.
Before Richard Steven Horvitz got the job, Mark Hamill and Billy West were hired to voice ZIM. At the time, Horvitz was doing the voice for Dagget on The Angry Beavers (1997), and Nickelodeon didn't want the same actor on two current shows. Hamill originally voiced ZIM for the pilot episode. When Hamill was dropped, his parts were dubbed over with West's voice. The creators decided that both Hamill and West were too well-known, and finally hired Horvitz when the The Angry Beavers (1997) series ended.
Four completed, unaired episodes were left hanging in the balance when Nickelodeon canceled the show. Those episodes are titled "Backseat Drivers from Beyond the Stars" (#2.1), "Mortos Der Soulstealer/ZIM Eats Waffles" (#2.2), "The Frycook What Came From All That Space" (#2.3), and "Vindicated!/The Voting of the Doomed" (#2.4). All four were included on Volume 3 of the Invader ZIM DVD release.