We know of one joke/prank that the Marauders played. As Snape tells Harry in Prisoner of Azkaban (my emphasis):
“I would hate for you to run away with a false idea of your father,
Potter,” he said, a terrible grin twisting his face. “Have you been
imagining some act of glorious heroism? Then let me correct you —
your saintly father and his friends played a highly amusing joke on
me that would have resulted in my death if your father hadn’t got
cold feet at the last moment. There was nothing brave about what he
did. He was saving his own skin as much as mine. Had their joke
succeeded, he would have been expelled from Hogwarts.”
Later in the book it is described as "amusing" by Lupin and a "joke" by Harry (my emphasis):
Sirius thought it would be — er —
amusing, to tell Snape all he had to do was prod the knot on the tree trunk with a long stick, and he’d be able to get in after me.
Well, of course, Snape tried it — if he’d got as far as this house,
he’d have met a fully grown werewolf — but your father, who’d heard
what Sirius had done, went after Snape and pulled him back, at great
risk to his life . . . Snape glimpsed me, though, at the end of the
tunnel. He was forbidden by Dumbledore to tell anybody, but from
that time on he knew what I was. ...”
“So that’s why Snape doesn’t like you,” said Harry slowly, “because
he thought you were in on the joke?”
Additionally, they are referred to as the greatest "troublemakers" by Professor McGonagall in Prisoner of Azkaban:
“Precisely,” said Professor McGonagall. “Black and Potter.
Ringleaders of their little gang. Both very bright, of course —
exceptionally bright, in fact — but I don’t think we’ve ever had such
a pair of troublemakers — ”
"Troublemakers" seems to connote somewhat of a more fun-spirited rulebreaking, which could be referring to various pranks/jokes. Indeed, in that very same conversation Hagrid compares them to Fred and George Weasley who were certainly jokesters/pranksters:
“I dunno,” chuckled Hagrid. “Fred and George Weasley could give ’em a
run fer their money.”
More importantly, when Harry reminisces about overhearing this conversation two years later in Order of the Phoenix, he explicitly attributes to McGonagall the sentiment that James and Sirius were the forerunners of the Weasley twins:
Yes, he had once overheard Professor McGonagall saying that his
father and Sirius had been troublemakers at school, but she had
described them as forerunners of the Weasley twins, and Harry could
not imagine Fred and George dangling someone upside down for the fun
of it ... not unless they really loathed them . . . Perhaps Malfoy,
or somebody who really deserved it . . .