Now, April Fool's day has been with us for a very long time. The same jokes get used over and over again. All of us remember getting fooled at least once, few of us can really tout having a really cool joke to play on others. But where did this holiday start? It seems that for years people have not known the answer. In 1708, in the British magazine Apollo, the question of the holiday's origin was raised, even then with an unsatisfactory answer. Oh I know you have heard something about the calendar change causing problems and such, but there are many possible origins. You can read about them here: http://www.museumofhoaxes.com/hoax/Hoaxipedia/April_Fools_Day_-_Origin/
Of course, the one we're interested in is mythologically oriented. Here is the account, according to the page listed above:
In Roman mythology Pluto, the God of the Dead, abducted Proserpina and brought her to live with him in the underworld. Proserpina called out to her mother Ceres (the Goddess of grain and the harvest) for help, but Ceres, who could only hear the echo of her daughter’s voice, searched in vain for Proserpina. Some scholars theorized that the fruitless search of Ceres for her daughter (commemorated during the Roman festival of Cerealia) was the mythological antecedent of the fool’s errands popular on April 1st.
And that is no April Fools!