The story of lion that is the Vahana or Vehicle of Goddess
Durga is found in a story associated with one of the forms of Shiva worshipped
in Ujjain – 84 Mahadevs in Ujjain.
Legend has it that once Goddess Parvati performed meditation
and intense austerities. This happened after Shiva referred to her as Kali or
black. There was intense heat in the three worlds because of this intense
austerity. All the living beings were suffering due to this.
Brahma then appeared before Goddess Parvati and asked her
why she was performing the meditation. Goddess Parvati told him the reason.
Brahman told her that she would become Gauri or the fair one in due course of
time.
Goddess Parvati was not satisfied and she became angry and a
lion appeared from her body. The lion was hungry and it jumped to eat the
Goddess. However, he soon realized it was impossible even to go near her.
The lion walked away. Goddess Parvati had motherly feeling
for the lion and she went near him.
The lion felt remorse and told Her that he is a sinner as he
tried to attack his own mother.
Goddess Parvati then asked the lion to go to Mahakal forest
or present day Ujjain. There he will find a Shivling near Koteshwar Mahadev.
She asked him to offer prayers there for sin redemption.
The lion did as told and he got redemption of sin.