The Joker has not revealed any personal information other than that his name is simply “the Joker” or he may mask his identity by referring to himself as John, Johnny, Jack, or Jackie.
He’s hinted in interviews that it was a childhood experience with peas and an unpaid bill that scarred him for life; while this is likely apocryphal, it’s also the type of tale the Joker would feed on. It could very well be true (though many comics writers have different takes on what actually happened), but we’ll never know for sure. There’s no one answer to “why”, though there are some pretty cool ones out there! Permanently living in Gotham with such hard luck might shorten anyone’s sanity rope