Hidan is probably the most mysterious known member of Akatsuki. For one thing, the mark on his forehead protector doesn't correspond to any known present ninja village. My theory is that his village is so ancient that it has long since disappeared. This might mean that Hidan is hundreds, perhaps even more than a thousand, years old.
If Hidan is immortal as he claims, he could be very old. This might be why he wants to die: he's bored of life and hopes someone can end it. It also might be why he tries to provoke the Leader, hoping that the Leader will get angry enough to finally kill him. Then again, it might be arrogance because he can't die. Hidan's immaturity tends to contradict this theory though - if he truly was old, he should be much wiser than he acts.
Next time read the forum rules on spoilers:
http://forums.gotwoot.net/showthread.php?p=313548