There is an interesting legend about the origin of Rudra in
Aitareya Brahmana. One day Prajapati, out of intense passion, made love to his
own daughter taking the form of a deer. All living beings hated his act of Prajapati.
But as he was the first man no one had the strength and courage to oppose or
punish Prajapati.
But the anger in the living beings amalgamated into a single
ferocious form. It was called Rudra.
The living beings asked Rudra to put an end to the Adharma
of Prajapati.
Rudra shot an arrow at Prajapati and killed him.
After this incident, Rudra became the lord of the forests
and animals. He also ventured out of his favorite places, the forests and
cremation grounds, to put an end to those living beings that performed Adharma.