There has been confusion onto where we get our info for like character Names as such. Most of the info comes from the episodes it self. But if the information doesn't come from the episodes, it comes from Dan's official website. Pretty much everything is here, Character and other cool neat information. The website is still in the works, but everything for henry Danger is up there. The Dan O venations is still in the works and as well as other pages.
Check it out here http://www.danschneider.com/