Karl Jung's explanation for the archetypes that surface in cultural and religious literature is that they are the product of what he calls the collective unconsciousness. That thread of consciousness that connects all human beings and cultures around the world. Yet it is not visible to the naked eye, one must look for the signs of it by researching cultures who are long gone and comparing them to each other and our own. Studying it reminds us that all humans are bound together by a common source.
The 'Trickster' is an archetype that surfaces in many cultural and religious stories. Each trickster is unique to it's own culture, but all tricksters are bound by certain characteristics no matter what religion they show up in. Anthropologists would argue that each trickster should be evaluated in it's own cultural setting, but in order to see their archetypal value they must be and can be evaluated as a group.
Jung would say he is a manifestation of our own collective unconscious. Evidence to support such a claim was found by psychologist John Laynard. In his research on schizophrenia he found the qualities of the trickster surfacing in the disorder (p.54 Euba). This suggests that the Trickster is within all of us just sitting on the borderline of conscious and unconscious though.
So who is this Trickster? He has many forms both human and animal. His physical form seems to be particular to each religion. The best way to view a trickster is by his personality. '[He is] Admired, Loved, venerated for his merits and virtues, he is represented as thievish, deceitful, parricidal, incestuous, and cannibalistic. The malicious practical joker is deceived by just about anybody; the inventor of ingenious stratagems is presented as an idiot; the master of magical power is...