In this clip from a documentary about Ledger, his father looks through a journal he kept to figure out the character.

Watching this clip of Kim Ledger going through his son's "Joker diary" is a very emotionally confusing experience. On the one hand, I was filled with a sense of loss for such a great talent dying at the young age of 28. On the other hand, I was terrified at the stuff in the diary. It's like all of my nightmares put into one, and it explains why his version of the Joker was so disturbing.

Sources: Broadview Pictures