I always liked the theory that "the Joker was a former employee of the Haly Brothers Circus, which was documented to have connections with the mob. It is reasonable to theorize that the Joker is a disgruntled former employee that had bad business with the mob."
For me it all started with the art. I love it. I also love how there are no limits, rules, or boundaries with the stories. It is unfortunate many people think this medium is childish and never pick a comic up.