What I remember
[ul]
[li]It came out in the late nineties, early 2000s.[/li][li]Featured a very violent “Other” super figure[/li][li]Obligatory reference[/li][li]The narrator was a mouse or grasshopper that was made sentient by this “other”[/li][li]Villains included evil clowns and a gang that killed with Feng Shui furniture arrangement.[/li][li] The twist was that the super person created all of the villains and such because he was a freaky child abandoned in a cave filled with the comics and bric a brac of another boy[/li][/ul]
I think you’re thinking of Peter Milligan’s “Enigma”.
That would be it. Thank you much.