It dates back to 1582 and it continues even today, this thing called April Fool's Day. In that year, Pope Gregory XIII devised a new calendar (the Gregorian Calendar which we still use) to replace the old Julian Calendar. The new calendar moved New Year's Day to January 1, which really caught a lot of people off guard because it meant that the Sugar Bowl had to be played on the New New Year's Day, and most people hadn't even put their Christmas decorations away, or gotten their besotted kinfolk to go home either.
Used to be, they celebrated New Year's Day on April 1, meaning that March 31 was the really big day for tuxedo rentals and restaurant reservations. When people found out that April 1 was not going to be New Year's Day, that people had missed it, that was the beginning of the term "March Madness."
But in those days before the internet, the publication of newspapers and almanacs, and those infotainment shows that come on at 7:30, a lot of people either didn't get the news or chose to ignore the news about New Year's being moved. Other people, those with the waggish senses of humors that today make people switch the salt and sugar or leave fake phone messages on coworkers' desks, were sent on fool's errands or tricked into believing crazy things. And they were called April Fools.
If you need verification on all this, call your local funeral home and ask for Myra Mains.