Zim's Sexual Organs

Squeedlyspooch
In episode 07, Dark Harvest, near the beginning of the show Zim was shown outside the school for recess, laughing at a kid who had a ball thrown at him. Zim was soon after pelted with a ball only to exclaim "Oh, my squeedilyspooch!". some fans believe that Zim's squeedilyspooch is one of his sexual organs. Although it was thrown on Zim's belly-area, his sexual organs (if he has any) could be places anywhere, as he is an alien because balls.

Female Reproductive Organs
Although it has become obvious that Zim identifies as he/him/himself, a part of the fandom believes that he could have female reproductive organs. Aliens could very likely have a different representation of gender or Zim could be a transgender Irken. There is not much evidence to follow up on this, but it is an interesting headcanon.

No Sexual Organs
In episode 03, Parent Teacher Night, Zim has a flashback about his parents. His "parent" is a robot arm that grabs the tubes that Irken smeets (sheets are irken babies) are formed in. The robot arm breaks the tube, then the smeet is bring to life through an electric shock and should be ready to start its training. This being said, it is very likely that Irken's reproduce asexually, meaning sexual organs would be useless.

Male Reproductive Organs
A more popular headcanon is that Zim has normal male reproductive organs. Some theorize that it looks like a human penis, but green and has a slimier texture. Some say that it looks like Zim's tongue. This is probably the most popular, although one of the ones with the least evidence.

Antennae
It is not known who first came up with it, but at some point someone thought up the idea of Zim's antennae giving him a sexual feeling when being touched, sometimes thought to be related to reproduction.