Officially? DC Comics keeps it secret. The general consensus is that his first name is Jack.
My personal favorite theory is that The Dark Knight version, as played by Heath Ledger, was a soldier. Probably special forces. I think he was captured, tortured, and received his trademark scars before finally breaking down and blaming the people he fought for. So after countless disasters, the hero lives to become a villain and returns to watch the world burn, just like his life did.
Why so serious?
I’m more of a Red Hood fan. The Joker’s original identity was that of the Red Hood. There are two stories from there, both very similar but with key differences.
- In one he is the original Red Hood, a failed comedian who turns to crime to support him and his pregnant wife. In the commission of a crime he’s stopped by Batman. Seeing no choice he jumps into a vat of toxic chemicals to swim away. The pain and transformation drive him insane and the results of which are The Joker that we love.
- In the other he’s a chemical engineer with a pregnant wife. He’s approached by the Red Hood gang to lead a job where he works. In exchange he gets the money he needs to make a comfortable life for his coming family. They are the ones that give him the Red Hood costume, which they have done before so they can identify the wearer as their leader if ever caught. When his wife dies in a freak accident before the heist he tries to back out. In this one too Batman shows up and he takes a swim in toxic chemicals.
In the end, he was specifically written as anunreliable narrator so that his past identity, the reason for his appearance, and the like would never be known., In The Killing Joke he even says “Sometimes I remember it one way, sometimes another… if I’m going to have a past, I prefer it to be multiple choice!”