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I wanted to know if there was any proof that the Marauders were actually pranksters or it's just headcanon imagined by the fans.

We know they bullied some kids but I don't remember seeing or reading of the Marauders pulling any 'funny' pranks on the students.

32

It probably has a lot to do with the fact that the Weasley twins, known rule-breakers and pranksters themselves, look up to the Marauders citing that they "owe them so much", particularly because of the Marauder's Map. The conclusion one can then jump to is that the Weasley twins are the spiritual successors to the Marauders, and as such, the Marauders were pranksters.

Additionally, the longer title of the Marauder's Map specifies:

Messrs Moony, Wormtail, Padfoot and Prongs Purveyors of Aids to Magical Mischief-Makers are proud to present THE MARAUDER’S MAP.

Obviously, to be self-styled creators of magical mischief-inducing items, they can be presumed to be mischief-makers, themselves.

Source: Pottermore (Fred and George give Harry the Marauder's Map)

Furthermore, we do know that at least James and Sirius engaged in teasing and bullying of Severus Snape:

Snape’s wand flew twelve feet into the air and fell with a little thud in the grass behind him. Sirius let out a bark of laughter.

'Impedimenta!' he said, pointing his wand at Snape, who was knocked off his feet halfway through a dive towards his own fallen wand.

Students all around had turned to watch. Some of them had got to their feet and were edging nearer. Some looked apprehensive, others entertained.

[...]

‘How’d the exam go, Snivelly?’ said James.

‘I was watching him, his nose was touching the parchment,’ said Sirius viciously. ‘There’ll be great grease marks all over it, they won’t be able to read a word.’

Several people watching laughed; Snape was clearly unpopular. Wormtail sniggered shrilly. Snape was trying to get up, but the jinx was still operating on him; he was struggling, as though bound by invisible ropes.

Oftentimes, a prank is merely bullying for the enjoyment of self or others, which is clearly shown in the scene above.

Source: Pottermore (Look who it is)

24

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 . . .

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    IMO, this answer is better than the accepted one if only because of McGonagall's quote which answers the question directly and better than the accepted answer - yes they were. – Jacco van Dorp Aug 31 '18 at 7:17
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It's not so much that they were pranksters as inveterate rule breakers. To activate the Marauders' Map, one needs to say: "I solemnly swear that I am up to no good." This is not meant literally; the Marauders were not engaged in evil activities or dark magic, but they were going to be violating the rules of the school. Given their obvious sense of humor (from the required incantation over the map) and their lack of respect for regulations, it is not unreasonable to suppose that they may have played some pranks, among their other forms of mischief-making.

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    The phrase for clearing the map is "Mischief Managed". Also has a strong implication of pranking, jokes, and... welll... all around mischief. :) – Salmononius2 Aug 30 '18 at 20:22

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