When we celebrate Purim, we are celebrating a time in which nothing is revealed.
Some is masked, and some is crazy.
God is speaking to us in a different language, and the only way of understanding this language is by letting go of ourselves and the conceit that we control our lives through rational, well-thought-out plans.
He is telling us that there are things that we will never understand, certainly not when we are completely sane and coherent.
There are things that we may begin to understand only when we lose our self-consciousness.
Purim is the miraculous story that takes place in the apparent absence of God or miracles.
Purim is the holiday that we celebrate by behaving as though we don't know what we are doing and aren't even sure about who we are.
On Purim we abandon the illusion that we control, or even understand, our world.
–Rabbi Adin Steinsaltz
From an essay, "Purim: Life is a Masquerade" by Rabbi Adin Steinsaltz