The Morningstar
Avenger
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Not really. It's a theory on who the Joker was at that point in the film. He is ever evolving as the film progresses. And they peel back layers of him, subtely.
It's actual MAIN purpose was giving the moral ambiguous idea of how Bruce would later catch the agent of chaos, who creates havoc for sport.
"Burn the forrest down"
As smell said, Alfred just assumed. He said 'perhaps', not because he knew police files or psychological profiles, but simply because he, like everyone else , didnt see any reasoning or sense behind Joker's actions so he simply assumed 'what if theres none'?
He robbed a bank. That's pretty much all he did up to that point. (apart from torturing the fake Batman).
The "tangerine" speech came out of nowhere to explain to the audience what Joker was about. Alfred had absolutely no reason to assume Joker is a guy who just likes to "watch the world burn". Again, he robbed a bank of millions of dollars. It's called spoon feeding.