Mardi Gras comes with many traditions: parades, beads, bare chests, beads thrown at people who bare their chests, and, of course, the king cake. It's part cake, part bread, all frosted, and it has a baby inside. A fake baby. But why do we consume such a treat on Fat Tuesday? The story of the sweet, bready cake is all in the name. The confection's roots can be traced back to European, pre-Christian, pagan harvest celebrations. One element of these celebrations was sacrifice.