When we remember that we are all mad, the mysteries disappear and life stands explained.

☛ Mark Twain’s Notebook, Authorized Edition: The Complete Works of Mark Twain, edited by Albert Bigelow Paine, vol. XXII, New York: Harper and Brothers, 1935, p. 345.

In the book, this quote appears under the chapter XXXI “Vienna”. Mark Twain most likely wrote down this thought when he stayed in Austria’s capital city, between September 1897 and May 1899.
This volume of The Complete Works of Mark Twain is available online as a PDF file (20.7Mo) at the Internet Archive website.
I wasn’t able to track down the same quote in “Mark Twain Papers” editions published more recently by the University of California Press. At the moment of this writing, the official websites for The Mark Twain Papers and Project (hosted by the University of Berkeley) and the Mark Twain Project are not responsive.