Taken from this headcanon from Tumblr user 'Steffiemusings': post/126004227743/wander-over-yonder-headcanon-3
But mainly from the end paragraph: 'There are some nights when he would have bad memories of the event and would ask Sylvia if he's a bad person. Sylvia would reassure him that he's a good person before she hugs him close to her body until he falls asleep again. She never could get him to tell her what the nightmares were about, but all she figured that Wander wanted someone to please forgive him.'

The sky was beautiful that night. Wander and Sylvia had pitched up on a small grassy planet a few light-years away from the busy rush of this solar systems galactic centre. Lord Hater had attempted to seize control of one of the more inhabited planets, only for them to have arrived and thwart him.
However, even with the celebration of the entire planet still showering around his memories of the day, he still ended up staring at the stars and ruminating.

It wasn't only his feet that wandered, after all…

Wander fidgeted on the grass, trying to shake his thoughts away as he tried to get to sleep.
He had vowed to see the best in everyone, but some days it was harder to see past the scary facades to see their softer side. But he always managed to overlook the obvious.
He should have learned by now. It had already cost him so much…

After a few minutes, the itching question on his tongue forced itself out of him
"Sylvia?" He asked weakly.
"What is it Wander?" Sylvia sighed, bracing herself for yet another peppy question that would keep her awake for even longer than necessary, honestly sometimes Wander tested the patients of the sai-
"Am I a bad person?" Wander asked in a small voice.
The unexpected question hit Sylvia like a train. She sat up and stared at Wander, who was facing away from her, legs pulled up to his chin. She hadn't seen him this gloomy in years.
"Wha- Wander... Who told you that?!" She choked out, thinking up ways to get revenge on the person who dared say something like that to her best pal.
"No one. I- I was just thinking..." Wander said weakly "...I mean, for all the wandering that I do and all the people I meet, I don't actually do any good do I?"
"Hey, you do the most good out of anyone I've ever met…" Wander reassured him; and it was true. Sylvia had been a hair-trigger tempered, cold hearted fighting machine before running into the little orange traveller. Now, he had turned her into a snarky yet warmhearted and loyal friend.
"No I don't." Wander shook his head, hiding his eyes under the brim of his drooping hat "I go around tying people's shoelaces and delivering their mail and returning people's missing socks, and trying to do good, but I'm not a hero."
"Wander" Sylvia properly sat up, rolling him over to face her "You are a hero. You've never hurt a soul in your life... Intentionally anyway..." She added, thinking of all those watchdogs she's run over while Wander was riding. "You are a good person, Wander. Don't let anyone tell you any different."
Wander nodded, not taking his eyes off the grass. Sylvia wasn't convinced.
"Get some sleep, bud." She told him softly, patting him on the shoulder reassuringly "You'll feel better in the morning."
Wander nodded, but didn't lie down. Sylvia could tell he needed a bit of time to himself. Sighing internally with concern, Sylvia lay down and tried to swallow down her worry.

Wander never told her about his past. When she first met him, he'd been quite quiet about his childhood. In fact, she hadn't known Wander wasn't his real name until at least a month into their friendship, when they had had to tell a secret to appease an angry genie, and Wander had embarrassedly admitted Wander was just a nickname. He had never told her his real name, and Sylvia didn't want to push him.
She knew that there must have been something more bothering Wander, being that every so often he would ask a question like that one. One day she knew she would have to confront him about it, but for now she was satisfied to leave things as they were.

As she began to drift off, she felt a small warm weight against her front. She looked down to see Wander had pressed up against her front, trying to bury himself inside her soft blue fur, Smiling at the sight of her best friend finally relaxed, she wrapped her arms carefully round him and curled her neck and tail round him in a protective barrier.
"Goodnight Sylvia…" Wander murmured, half asleep
"Goodnight Wander…" Sylvia replied, then, making sure that Wander had drifted off, allowed herself to close her eyes.

Just at this moment, everything was fine...