I'm sure the Siamese twin story was one of the first guesses people on the internet made, Samuel didn't have to see a documentary about it.
I'd say the "Double D" explanation is a bit vague, especially since everyone called him "Edd" in the first episode, and later the show turned it into "Double D", because of the two D's in his name and to set him apart from Ed. Not because "Edd is probably a girl and it stands for his boobs" or that "he has a second thing of something". People are reading into his nickname way too deeply.