Why is April 1 thought of as "April Fool's Day?"
No one knows for sure, though there are many theories.
One of the more popular explanations relates to the
change in the calendar.

Prior to the middle of the 16th century, new years
was celebrated in many European countries for several
days beginning March 25 and ending April 1. In 1564
the calendar was changed, so that new years day became
January 1. There were many people who were unaware
of the change and still celebrated the new year at
the end of March. Some people who knew of the change
wanted to follow tradition. Some of those who celebrated
new years at the beginning of January made fun of the
people who still followed the old calendar, considering
these people to be fools. A tradition of playing jokes
on others might have developed from the confusion of the
new year.