Wikipedia says…
Mardi gras is French for Fat Tuesday, referring to the practice of the last night of eating richer, fatty foods before the ritual fasting of the Lenten season, which begins on Ash Wednesday; in English the day is sometimes referred to as Shrove Tuesday, from the word shrive, meaning “confess.” Related popular practices are associated with celebrations before the fasting and religious obligations associated with the penitential season of Lent. Popular practices include wearing masks and costumes, overturning social conventions, dancing, sports competitions, parades, etc. Similar expressions to Mardi Gras appear in other European languages sharing the Christian tradition.