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Why is there a custom to dress up on Purim? Chazal explain that the threat on Purim was not really a threat at all. It was only the appearance of a threat, for in the end, Bnei Yisrael were not exterminated. Many years before the story of Purim took place, Nevuchadnetzar, the Babylonian ruler who destroyed the first Beis HaMikdash, forced Bnei Yisrael to bow to his idol (Daniel 3:3). The Jews did so, but only because they were coerced, and only for appearance’s sake. In their hearts, they were with Hashem. As punishment for this sin, middah k’neged middah, as a justified punishment, Hashem made only an appearance of a threat at Purim (Megillah 12a). Just as the hearts of Bnei Yisrael as they bowed to Nevuchadnetzar’s idol were with Hashem, so too the heart of Hashem was with Bnei Yisrael on Purim, and no calamity resulted. We dress up on Purim, often in the garb of goyim, to show that even though we sometimes sin and act like them, it is only an outward appearance. In truth, our hearts are always with Hashem.
(The Bnei Yissaschar)
Why is Purim named after the Persian word for lottery, “pur,” instead of its Hebrew counterpart “goral”? As a reminder of the great redemption from Egypt, the Torah begins the counting of the months from the month in which yetzias Mitzrayim occurred (see Shemos ch.12). Thus each month is called after its number place in the calendar counting from then (i.e. “The First Month,” “The Second Month,” etc…). However, when Bnei Yisrael returned from the Babylonian exile to build the second Beis HaMikdash, they brought with them the Babylonian names for the months (i.e. “Nissan,” “Iyar,” Sivan,” etc.), and we use these names to this day. The Ramban (Shemos 12:2) explains that just as the numerical names for the months were used to remind us of yetzias Mitzrayim, so too were the Babylonian names retained to serve as a permanent reminder of Hashem’s great redemption of Bnei Yisrael from the Babylonian exile. Following through on this idea, the Persian name “Purim” is used as a permanent reminder of the great miracle of Purim that Hashem wrought for us when we were in the exile of Persia-Media, and serves to publicize it as well.
What exactly does Taanis Esther commemorate, and why is it named after Esther? The fast commemorates the fasting Bnei Yisrael undertook before going to battle with their enemies on the 13th of Adar (see Mishna Berurah 686:2(2)). When Am Yisrael heads into battle, they do not rely on their physical might, nor the strength of their weaponry. Instead, they know that their lives and success are in the hands of Hashem, and as such, always fast and appeal to Hashem to grant them mercy and success. However, halachah teaches (Orach Chaim 571:3) that when one actually goes out to battle his enemies, he is forbidden to fast for fear his strength will weaken. Therefore, Bnei Yisrael were forbidden to fast when they were actually engaged in fighting on the 13th of Adar. However, Esther did fast on that day because she was protected in the confines of the palace, and did not have to go out to battle. Since she was the only person able to fast for the Jews while they did battle, the day is named after her.
How does Hashem’s Name actually appear in the Megillah numerous times? The story of Megillas Esther is one in which Hashem’s hand is revealed to be manipulating all of the events – from behind the scenes – to bring about the salvation. This fact is alluded to by the Megillah in that Hashem’s Name does not explicitly appear in the text even once, yet it does appear, many times, hidden within the text – in the form of roshei teivos, first letters of words, sofei teivos, last letters of words, and gematrias. One example can be found when Esther invites Achashveirosh and Haman to the first party. There, Hashem’s Name appears in roshei teivos as follows: יָבוֹא הַמֶּלֶךְ וְהָמָן הַיּוֹם – Let the King and Haman come [to the party] today (Esther5:4), indicating that Hashem influenced these events.
Why did the miracle occur through Esther, an orphan? The story of Purim occurred during the period of time following the destruction of the first Beis HaMikdash. Exiled from Eretz Yisrael and suffering at the hands of other nations, Bnei Yisrael felt as if Hashem had, chas v’shalom abandoned them, saying “יְתוֹמִים הָיִינוּ וְאֵין אָב-we became orphans without a father” (Eicha 5:3). Hashem responded by bringing the salvation through an orphan to show that He is in fact the father of orphans, and had not, and will not ever, abandon Bnei Yisrael. The message to all generations is that we should never feel like orphans, because we always have our Father in Heaven.
(Esther Rabbah 6:7)