I would say Roshar is as crazy as 'Earth could be in magical terms'.
Starting from Shards. Most of them have been around for 10,000 years and at one point have either been humans, shapeshifters or Yolenish natives. We know holding power of a Shard expands consciousness and in a manner excises our emotions to a confiscated trove, drawn out as detached as possible. Added, the Vessels are dominated by Intents of Shards which makes them as apathetic as rocks in terms of empathy-based execution and dispersing them as intent-based. For people, Shards would be called crazy. Odium is ever angry, Cultivation is a scheming reptile who cares both of actions and their consequences and Honor is heavily immersed in honor whist. We have seen same about other Shards as well and I wouldn't call them crazy actually. They are just beings present for a long time having pythonic amount of power and enormous plans to wend the universe in their way.
Now Heralds. I have seen many fantasy books (especially YA) shoving down the fact that no matter how old a being is, its just perfect and human. I'm glad Brandon portrayed this as realistically as possible. Think about it. Heralds are crazy which is a cumulative effect of being around for nearly 8 millennia, breaking their oaths, having faced torture for thousands of years and then living for thousand more with those memories. Take example of us humans. Usually our memories: episodic and semantic are stored in the hippocampus, the neocortex and the amygdala. As the years pass, some of neurons 'excise' these memories in order to accumulate more but it varies from person. Your cranial capacity also has influence about your memories i.e, a greater cranial capacity is expected to store a greater influx of memories. In case of Heralds, their immortality has exceeded over their normal cranial capacity hence they have a super-overflow of memories along all the years. It'll be difficult for their 'neurons' to distinguish between episodic and semantic, or past or present. While their lunacy varies from each herald, their mental degradation is common.
Spren are...well, they are fragments of creations who have desire to learn (greater spren).
Rosharans as also influenced by Unmades as stated above but I'd also like to point out that reason for Alethi's warmongering behavior could possibly genetic predisposition of 'anger' inducing chemicals or neurotransmitters. I'm not stating this for specific characters but whole of Alethi in general. The genes are responsible for 'responses of your anger' which could be inherited as well.
That was my comparison.