Let's unpack a complex phrase such as Chi glielo fa fare di XXX?
First of all, in Italian you can use a form of the verb fare followed by the infinitive of any verb in a number of situations. They mean either an order or coercion or strong suggestion (mi hanno fatto aspettare un'ora = “they made me wait for an hour”), or conversely a permission (mi fa rimanere finché voglio = “he lets me stay as long as I wish”; mi fa vedere il suo giardino = “he shows me his garden”).
As a special case of this, you can say fa fare (or faccio/fai/ha fatto... fare), meaning “forces/allows to do”. This appears especially in the fixed idiom you have seen. Chi te lo fa fare? would literally mean “Who forces you to do it?” (even more literally, “Who makes you do it?”), but is a fixed phrase to say “Why ever do you do it?”, implying that it is not a sound decision. The same holds, of course, for Chi ce lo fa fare?, Chi ve lo fa fare? etc.
Glielo is simply a unified form for gli + lo, that is, “it (lo) to him (gli)”.
In the (often rhetorical) question Chi glielo fa fare di uscire...? one more phenomenon appears. Chi glielo fa fare?, alone, would mean, as seen, “Who makes him do it?”, in the sense of criticising some intention. The di uscire... part specifies what lo (“it”) refers to. Literally (and somewhat ungrammatically) it would be something like “Who makes him do it, of going out...?”
In a more idiomatic way, you could rephrase that sentence in English more or less as “What possessed him to get out so early on Saturday morning?”