John: ..there were times I didn’t even think you were human.
I theorize that Sherlock was actually from a Star Trek-canon alien race, surgically altered to appear human and was sent down to Earth in order to determine whether or not we were ready for First Contact with his pre-Federation species (like the ST:TNG episode 4.15, First Contact).
Moriarty was beginning to see through his disguised life, though. “Not ordinary,” he called him. (Even Donovon called him a freak.) He had to abort his mission. Sherlock was to transfer all of his accumulated studies (that’s why he was experimenting so much at his flat) to his cloaked ship orbiting above the Earth’s atmosphere, jump from the building, and destroy himself.
However, he wasn’t expecting to become so attached to his favorite experiment: John. He couldn’t bear to leave him. (He doesn’t even realize he loves John! He doesn’t even understand what love is..) He managaed to convince everyone - his fellow disguised alien (Mycroft), his entire pre-Federation race’s scientific community, and all of the people on Earth who knew him as Sherlock Holmes - that he had killed himself.
BUT! what actually happened was that Sherlock programmed his ship to secretly duplicate himself in the transporter beam (like what happened to William and Thomas Riker on the ST:TNG episode 6.24, Second Chances); therefore, successfully continuing a secret life on Earth in order to eventually reunite with John at some point in the third season.