The custom to dress up on Purim and wear masks was to remember the manner G-d redeemed the Jewish people from the wicked decree that Haman the wicked had planned. G-d did not perform any miracles; it was performed in a natural manner. G-d arranged that the queen should be a Jew, Esther, and through her request the Jewish nation should be redeemed and the wicked Haman would be hung.

Therefore Jews world over made it a custom to conceal our real face.

A young child praying the morning prayers in Lubavitch World Headquarters – 770, in his Purim masquerade