While these answers are very helpful, I have a different answer than what was given here.
Many of Deadpools issues have the voices (thanks to Daniel Way) and that's great even if there never was an origin given when they weren't there to start.
In Deadpool Annual #1 Madcapped Deadpool meets the regenerating crazy man known as madcap. To start this issue Deadpool is relating that this issue takes the reader back before Daniel Way and Posehn and Duggan, to answer "one of the most frequently asked questions since my (Deadpools) story began..."
The story takes place "some five or six issues before Secret invasion". The issue shows Deadpool in Hells Kitchen ready to shoot Matt (Daredevil). Deadpool is interrupted by madcap who shows up and irritates Deadpool, and soon Thor also shows up. Thor and Daredevil have no problem beating them and Thor lightnings them both to ash.
Deadpool, of course, regenerates and when he wakes up, madcap is gone and there's a strange new voice (in a white box) inside Deadpool's head. Deadpool then shows you a montage of all four volumes of Deadpool by Daniel Way and tells you how he grew to love the new voice in his head.
After the volumes by Daniel Way, Deadpool takes the job to kill Matt again, and the white box points out that he's Daredevil. Deadpool reveals that he set a bomb in a nearby building to distract the neighborhood heroes and waits for it to blow. Luke cage shows up, Deadpools' bomb in tow, and beats Deadpool up pretty badly.
When his head gets smashed in, Deadpool gets a glimpse of madcaps origin story and gets confused. The white box tells him that he wasn't supposed to see that and Deadpool yells at the white box. The white box takes on a form of some sort and Deadpool and it have a conversation in Deadpool's head
"When Thor zapped us in a pile together.. we healed all mixed up. Two in one body. You've been starting. But he's been here the whole time, whispering in your ear like a tumor. But now... It's my turn.."
Because Luke cage punched Deadpool in the head damaging his brain, madcap is able to take over and use his psionic ability to look Luke Cage in the eye and Cage begins dancing. Thor sees and comes to help and is soon caught by madcap's abilities and begins dancing as well.
Deadpool comes up with an idea and madcap agrees. Deadpool tells madcap to think left and he'll think right, he then had Thor and cage rip him in half. Thor and Luke cage leave, the control broken through madcap and Deadpool's separation.
Both halves of Deadpool heal. One as Deadpool, and the other as madcap. Deadpool and madcap part ways with a sad look back and a vague promise of "I'll.. I'll call you." And "we'll always have that".
Deadpool is seen walking alone on the roof and says that "it's quieter now. Lonelier. Have i changed? Have i grown?" Daredevil then shows up to beat Deadpool up but Deadpool dismisses him, telling him to go away because he's not in the mood. Deadpool sits, staring sadly and rendering that he couldn't come up with a single wisecrack during his small fight with Daredevil, and says all he could think was "I miss that other guy. He'd have known just what to say. This might be the end of a beautiful friendship."