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I was battling my friend when a Missingno. showed up! I ended up crying into my shirt sleeve because even though I got it down to zero hp it would not faint, pretty wierd huh?
Yeah - it is pretty weird. Missing number is one of the weirdest things about Pokemon. Actually, there is a site dedicated to Team Rocket AND MissingNo. Research: Team Rocket's Rockin' - https://www.dazzled.com/trsrockin/splash.html
Strange glitches happen all the time in games. This must be just another one of them. All it takes is for the pointer to mess up, really, for a MissingNo to appear.
Apparently 'M screws things up more than MissingNo, but I can't entirely confirm that. I tend to avoid such glitches, for fear of them screwing up all my hard work.
The reason for what happened here was that the Link Cable got jostled a little bit, disconnecting one of the contacts. The game tried to read the other player's actions, but since it wasn't getting all the information, it couldn't figure out what Pokemon it was supposed to be using and brought up a Missingno instead.