Explanation: In his youth, Caesar was captured by pirates on the Mediterranean sea. This was not uncommon at the time, as the piracy problem in the Mediterranean would not be solved for another decade. Caesar, however, showed his... unusual character throughout his captivity.
First, when he heard how much money they were demanding for him, he told them to ask for more. This is actually not as senseless as it seems - by having a higher ransom paid for his release, Caesar becomes more notable and valuable for the sacrifice made on his behalf (assuming, of course, that the ransom IS paid).
Second, during his captivity he actually befriended the pirates, joking with them, bossing them around as a Roman nobleman might boss around subordinates, demanding they be quiet as he tried to sleep, and composed speeches and poetry which he demanded they listen to (and called them uncultured when they failed to fully appreciate it). The pirates, rather than being upset at this behavior, found it amusing, which speaks, I think, to the odd charisma of Caesar's character, and the value of being bold.
Third, one of the 'jokes' he made with the pirates was that when it was all done and over with, he promised to have them all crucified - the usual punishment for piracy. They found this very amusing, as Caesar was, at the time, just a young man from a wealthy family, not a notable soldier or politician. The thing is, after his ransom was paid and he was released, Caesar raised a force, captured the pirates, and then promptly had them crucified. However, as they had indulged him during his captivity, he had their throats cut first (a very quick and merciful death compared to dying on a cross), so really the crucifixion was just a formality to fulfill his promise.
The story is a very strange mix of brilliance, charisma, and arrogance. It fits Caesar very well, I think.