That isn't to say that there isn't a day of tomfoolery here. That occurs on December 28th, Día de los Santos Inocentes (Holy Innocents Day). This religious festival commemorates the date when the Biblical King Herod slaughtered newborn children, in a bid to kill Jesus Christ.
Though not a laughing matter (and acknowledged as such by Mexicans), this date did evolve into a time of tricks for the children. Psychologically, it could be seen as children mocking those who over-looked them. In short, shouting back, through history, to Herod himself, that they and Christ survived.
Mexican children will make the rounds of 'soft touches', amongst their adult relatives, 'borrowing' small amounts of money or sweets. As soon as these are handed over, the children will burst into song:
Que te dejaste engañar
Sabiendo que en este día
Nada se debe prestar.
| Innocent little dove|
You have let yourself be fooled
Knowing that on this day
You should lend nothing.
Naturally, the adult never does get that 'loan' back.
The reason that it's celebrated elsewhere is that April 1st used to be New Year's Eve. Christmas Day was on March 25th, while April 1st saw the turning of the year. Then, in 1582, Pope Gregory XIII introduced the Gregorian Calendar throughout the Christian world. This altered the date of Christmas to December 25th, with December 31st correspondently being New Year's Eve.
This did not go down well. Some people refused point blank to change their age old customs. Others stared modernity in the face and just did as the Pope instructed. For a while, there was a bit of a clash between the new and the old, played out in streets and homes. As time passed, only the truly old-fashioned celebrated New Year on April 1st. The young, hip and trendy (or those born into the new way and not knowing any different) began to mock them for it. April 1st become a day of celebration or a day of deriding the celebrants. Finally, it just became a day of mockery, pranks and jokes.
However, it is fundamental to note that the Spanish had not long arrived in Mexico. By 1582, they had not fully converted the country to Catholicism and neither had they imposed any calendar upon the native population. In short, Mexicans never had to go through the January 1st versus April 1st cultural change, because they were going through a much larger one at the time, which didn't involve the old Julian calendar. Hence April Fool's Day never got introduced.