What does "Hey, Diddle, Diddle" mean and where did this rhyme come from?

Who invented a cat with a violin, a laughing dog, a cow jumping over the moon and a spoon, and a plate running away? What does all this mean? 

"Hey, Diddle, Diddle" was published in England as a collection of nursery rhymes, "National Nursery Rhymes and Nursery Songs", in 1872 by James William Elliott, composer and nursery rhyme collector. And the rhyme itself appeared about 100 years before. 

The song is thought to be meaningless by many, including the author of "The Lord of the Rings", J.R.R. Tolkien. He published his song "The Man on the Moon fell asleep too late" in “Yorkshire Poetry” magazine, making fun of "Hey, Diddle, Diddle". 

In the Oxford language this "diddle" means "receiving money for a certain advantage, deception", a synonym for the word - "cheat". 

There is a theory that this rhyme may be associated with the pubs "Cat and Violin" - they played the old game "cat" with a trap ball to the music of a violin, because the pub got that name. The rhyme also includes the word "sport" - this may mean that the escaping spoon and plate are we who are keen on the game, we miss the chance to eat our snack, because the plate can be carried away. 

Another theory says that the stars in the night sky correspond to the heroes of the rhyme: the jumping cow is the constellation Taurus, and the laughing dog is Canis minor. 

There is also an assumption from the author of "The Wizard of Oz" L. Frank Baum, when he wrote the poems of "Mother Goose", that the story was this: the boy saw that the cat got scared and got stuck in the strings of the violin, the cow jumped over the reflection of the Moon in a puddle, the dog ran around and barked at what was happening, and the plate and spoon just fell into the stream in this confusion. 

We can only guess what really happened :)