Gadd's character, "Donny", was called "baby reindeer" by his stalker. There is a poignant moment in the show that explains this moniker, but it's well-placed in the narrative so I recommend avoiding spoilers if you are interested in watching the show. More @Wikipedia
Hover over any link to get a description of the article. Please note that search keywords are sometimes hidden within the full article and don't appear in the description or title.