In Hebrew, Hamantashen are better known as Oznay Haman (sorry about the likely incorrect spelling, but this is the best I can do phonetically). As far as I remember, this means the ears of Haman, and they are triangular because the ears of Haman were triangular according to legend (like elves, or Vulcans). This is contrary to the write-up under Haman, which states that the Hamantashen are triangular because of Haman's triangular hat. However, since Oznay means ears if I remember correctly, ears are the most likely explanation.

Or not. Maybe this Haman guy really liked triangles.

Traditionaly, the cookies are filled with poppy seeds or jam.