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I'm trying to understand where the Rabbis in tractate Megillah get their information.

I thought that the way they interpret the five books of Moses was because they already knew all the laws and stories etc. which were taught to them from Moses to Joshua and so on. But for later books, primarily megillas Esther, where do they get their information?

One quick example is Rava in tractate Megillah (12a) who interpreted the words it used "man and man" (Ch.1:8 - אִישׁ וָאִישׁ) to mean that Mordechai and Haman, who are both called "man" elsewhere, were really servants at the feast.

This is just one example of the many "interpretations " found in this tractate and in the Talmud at large.

Besides the five books of Moses, how did these Rabbis know these things?

EDIT Also, I asked my rabbi, and he said that Mordechai and Esther taught the Jewish people everything about the Megillah after they wrote it. Thoughts on this?

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    Why is this any more difficult than the five books of Moses? On the contrary it ought to be easier because an oral tradition would have to be shorter to reach the chronologically later megillah. – mevaqesh Feb 11 '15 at 3:20
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    While the formal Torah sh'baal peh; oral law came from moses, that doesnt preclude later traditions. (Just like you could have a tradition from your ancestor). However it should be clarified that the nature of man of the midrashim regarding stories in the Torah is debated. see here. Accordingly these stories (even the ones about the 5 books of moses) might not mean to be historical and might not be part of the oral law. The same could be the case for these stories about characters in the megillah. – mevaqesh Feb 11 '15 at 3:29
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    Again to emphasize, there are varying approaches to midrash. even according to the more liberal whohold that they arent historical deeper lessons may be intended. Many commentators such as Rambam and Rashba search for deeper appreciation of midrashim. For a very thorough article see here. – mevaqesh Feb 11 '15 at 4:05
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    Most of my knowledge on the topic comes from the article. That being said, various giveaways may exist. For example many commentators say that God doesn't needlessly perform miracles. As such midrashim which suggest extraneous miracles would probably not be accepted as literal by these commentators. Additionally, some commentators note that the Torah emphasized miracles, they sometimes use this point in the discussion of extra-textual miracles. – mevaqesh Feb 11 '15 at 4:19
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    @mevaqesh see Rashba on 15a who says not to take the aggados of Chazal on Megilas Esther too seriously – הנער הזה Feb 11 '15 at 4:38

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