Why do we wear costumes and masks on Purim? Well, it could be to remind us that Queen Esther hid her Jewish identity from King Ahasuerus. Because of that, she was able to save the Jewish people. It could be a way for us to turn the world upside down for a little while, in the same way that the world was turned upside down in Shushan: Haman was hanged on the gallows that had been built for Mordechai; the Jews were not killed, but were able to defend themselves; and a day of mourning was turned into day of joy.
The Joy of Purim
Purim takes place on the 14th day of Adar. So we say: Mishenichnas Adar marbim besimcha. "In the month of Adar, we are filled with joy." So, here's a joke: Q:What do you call a steak ordered by 10 Jews? A: Fillet minyan!