And he's a curse because, well, nobody like Malvo appeared in the brilliant original film.
That was a movie about folks who are the salt of the earth encountering those who are the scum of the earth. That collision was set against the blood-splattered snowscape of Brainerd, Minnesota. Unlike Malvo, the film's villains weren't cool, just amusingly inept and nasty.
Though casting Thornton does makes sense. He's been in some lesser Coen movies like Intolerable Cruelty and The Man Who Wasn't There. He was also in A Simple Plan, the 1998 snowbound Sam Raimi movie which did a very good impersonation of Fargo.
So clearly he knows the tone. Judging by tonight's opening episode it appears the show's makers do too, right from the deja vu-inducing opening shot.
But if the show is certifiably "Coen-esque' - the pair are hands-off executive producers - it seems the show wants to play it more for laughs than the movie's understated black humour and character quirks.
In the film, Thornton's brand of killer would have been just too cool to be true. And the original Fargo sure felt true, right from when Frances McDormand's nice-as-pie heavily pregnant cop Marge Gunderson uttered her first 'you betcha, yah"- right to the moment she shot one of the villains in the face at that woodchipper.
There's no pink sawdust in the breeze in the series just yet.
But in its opening episode, it's already done some brave things, like killed off affable local Sheriff Vern Thurman whose wife is expecting.
No there's no Marge here. Her substitute is the younger Molly Solverson (Alison Tolman) who now finds herself as the only useful brain in the local police department. On this early showing, it seems Molly will do her various predecessors proud.
But whether 10 episodes of the show will sustain really hinges on what happens to Martin Freeman's Lester Nygaard - the surrogate for William H. Macy's Jerry Lundegaard of the movie.
Freeman's exaggerated Minnesota accent at least distracts from some of his familiar performance tics. He's nicely convincing as the poor henpecked Lester, who, in the opening episode, after a very bad day, hammers his missus to death because she has listed his many failings one too many times.
That's quite a contrast to his big screen predecessor. Jerry only wanted his wife kidnapped so he could make something of himself with his father-in-law's ransom money, though the unintended consequences led all the way to that woodchipper. Watching Macy's Jerry in meltdown was one of the movie's great grim pleasures.
But Lester has now found himself behind the town's (now called Bemidji) very first murder spree.
"Spree" because before Mrs Nygaard's demise, he unwittingly encouraged Malvo to deal to a guy who had bullied him his whole life.
Even if he's built himself an excellent alibi for this wife's killing, Lester doesn't seem the type to get away with any of it for too long.
And unsettling as it is for its echoes of the movie, this first Fargo foray was a compelling start to a spin-off which is already looking a smart idea.
Will we want to stick around to see what sort of bigger mess Lester can get himself into? You betcha.
* What did you think of Fargo's first episode? Post your comments below.