What one tour guide in Teotlihuacan told me (so take it FWIW) was that tall, blond-haired, blue-eyed vikings found a route to Mexico hundreds of years before the Spaniards, traded with the indigenous people for a while, and then left. Images of those people made it into their popular culture and, since they looked so different than the people of the region, those images took on an air of mystery. When people who looked like what were by then ancient paintings appeared again, the indigenous people didn't consider them necessarily immortal, but mystical.