According to Hindu mythology, the world is looked after the Trinity of Gods - Lord Brahma, the creator; Lord Vishnu, the nurturer; and Lord Shiva, the destroyer. According to a legend, Goddess Sati, the daughter of Daksha Prajapati, one of the first sons of Lord Brahma, married Lord Shiva against the wishes of her father. Thus, Daksha did not invite her and her husband to a grand yagya arranged by him. When Sati came to know about the event in her father's house, she thought it to be a slip of mind and proceeded to participate in the event despite the warnings of her husband. But once she reached there, she realized her fault and was infuriated by the insult of her husband. As a penance for her disobedience, she entered the fire. When Lord Shiva came to know of her sudden demise, he was furious. Even after he controlled his anger, he started a severe meditation and renounced all work.
The world's balance soon crumbled in his absence and Sati took rebirth
as Goddess Parvati to try and win Lord Shiva's heart and wake him up
from his trance. She tried all ways to get the attention of Shiva. When
she had exhausted all her feminine ways, she invoked the help of
Kamadava, the Indian cupid-god, who agreed to help her in the cause of
the world despite the risks involved. He shot his love-arrow on Shiva's
heart. Disturbed in his trance, Lord Shiva opened his third eye that
fired anger and instantly incinerated Kamadeva. It is said that it was
on the day of Holi that Kamadeva had sacrificed himself for the good of
all beings. Later, when Lord Shiva realized his mistake, he granted
Kamadeva immortality in invisible form. To this day, people offer
sandalwood paste to Kamadeva to relieve from his stinging burns and
mango blossoms that he loved on Holi.