That's a fine question. Unfortunately, we have only limited answers. If you look at the biography included in this enotes study guide, or visit the other site via the links provided below, you'll find that we have some of the basics—we know he was born in 1564 and died in 1616, etc. We know when he was married, and who he married, but once you get into the daily details of his life, you'll start seeing the words "probably" and "we think" show up. We don't know a lot of things, and so people have taken to filling in the blank spaces in his life by working backwards from his plays. This has led to works as diverse as the movie Shakespeare in Love and Neil Gaiman's fine comic book adaptation in his Sandman series.