From its very inception, the holiday of Purim was celebrated on two different days. The Megilla clearly indicates that only the Jews living in cities that did not have walls surrounding them kept the holiday’s commandments on the 14th day of Adar, while walled cities celebrated on the 15th of the month (see Megillat Esther 9:19-22). Thus it is not entirely surprising to find that the Sages added more dates for the reading of the Megilla, allowing villagers to hear it on the Monday or Thursday preceding Purim, when they visited the larger cities to participate in the market days, to hear the public Torah reading or to appear before the local courts that sat on those days. The first perek of Massekhet Megilla deals with these additional days of Purim, as well as questions of defining which walled cities celebrate on the 15th and how to deal with two months of Adar in a Jewish leap year.
The Ramban asks the most basic question about Purim celebrations. Why were they originally set up to be kept on two different days? In answer to this, he points out that the Purim story takes place in the years of exile between the first and the second Temples. By this time, some Jews had returned to the land of Israel, where they were spread out in small towns and villages. It was these Jews who were in the greatest danger from Haman’s decrees, and they were the ones who first established a day of thanksgiving on the 14th of Adar. Only when the Sages sat and decided to formalize a commemoration of the events was a decision made to include all Jews – even the ones who were in less danger – by establishing a day of celebration to honor the events in the capital Shushan, which occurred on the 15th of the month.