During the Durga Puja in Ashwin month the popular belief in Bengal is that Goddess Durga visits her parents along with her sons and daughters. The story of Durga Puja in Bengali Tradition begins during incarnation of Goddess Shakti as Sati, the daughter Daksha. Sati is also known as Uma. Sati married Mahadev Shiva despite the opposition of Daksha. Uma had to pay the price for it with her life.
Daksha conducted a yagna and did not invite Shiva; and when Uma came to enquire about it, she was insulted and as per Bengali Tradition Uma starved herself to death.
Shiva who came to know about the death of Uma arrived at the scene and destroyed the entire palace of Daksha
Bhagavan Vishnu then used his Sudarshana Chakra to cut Uma’s body into 51 pieces. The places where Sati’s body fell came to be known as Shaktipeeth.
Daksha, father of Uma, was ashamed of his act and did penance and Bhagvan Vishnu gave him the boon that Uma would be born again in his family and he would be able to correct the mistakes he made.
Uma was born again as Parvati. She performed intense austerities and brought Bhagavan Shiva out of his intense tapas which he had begun after the death of Uma. Shiva became a householder.
Daksha happily gave Parvati in marriage to Bhagavan Shiva. Parvati then accompanied Shiva to Kailash and she lives there.
During Durga Puja, Bengalis believe that Goddess Parvati comes to visit her parents with her children Lakshmi, Saraswati, Muruga and Ganesha.
For Bengali’s Durga Puja is the arrival of daughter Parvati with her children. There is great happiness when she arrives and sadness when she returns on the Dasami day.
Please note that Goddess Durga, Sati, Uma and Parvati are all incarnation of Goddess Shakti.