What is a Mashup and how does it work...?

Ok, I have looked at Mashups today. They are fascinating to me. I understand the concept. I just wonder at the details of the process. I mean, how hard it must be to join some of these things together. Some things make as much sense as peanut butter and chocolate, but others...I have to wonder at where the idea even came from. I must further investigate and play my little heart out on this. Maybe I will come up with a mashup of my own. I wonder...