So what the fuck was Mr Bean was he like an alien or some shit or is he just British?

One is no different from the other

Well, these days he's apparently a New York republican who nobody wants to fuck.

A bean

He is actually canonically an alien, although it does say a lot that he could pretty much casually blend into British society.

Also Thatcher, same deal, she was some kinda funny lady from planet Boozeeboo or something that would eat apples without chewing right

The first time my friend from London had me watch Red Dwarf, I turned to her and said, "What is wrong with British people?" I have never received an adequate answer.

He's God. The intro shows him descending from heaven. Them killing Jesus makes a lot more sense with this information, as well.

The twig is from outer space but the berries are all British if you know what I mean

There's that thing where he gets beamed down, I think he's an alien.