Rudra

Shiva shares many features with Vedic Rudra. In Hindu scriptures (Purana) both are viewed as the same personality. Hence, Shiva is the Puranic form of Vedic Rudra. The earliest mention of Rudra is found in Rigveda, Yajurveda  and Atharvaveda.

The evolution of Hindu Religion centers around two important periods, namely Vedic Period and Puranic period. During Vedic period, God was represented by nature and emotions. For example Indra was God of Thunder, Agni was God of Fire, etc.

Rudra represents God of Fear and things that create fear, such as high winds, storms, hurricane, typhoon, lightening, etc.

In Sanskrit, RU means frightening and DRA is superlative meaning – mightiest or greatest. Hence Rudra can be concluded as mightiest or greatest roarer or creator of fear. During the Puranic period, Brahma, Vishnu, Shiva and Shakti (divine feminine power) came into existence as the greatest powers. At the same time, the Vedic Gods were transformed into Puranic Gods.

Both Rigveda and Yajurveda recommend the worship of Rudra (Shiva) to get Moksha, by reciting what is popularly known as Maha Mritunjaya mantra. In the various recital recensions (shloka, mantra, etc.) of Yajurveda, a number of stanzas praising Rudra are found. Together they are known as Shata Rudriyam. On Mondays, Lord Shiva is worshiped by reciting what is known as Rudra Namakam and Rudra Chamakam.

* Source: https://en.wikipedia.org/wiki/Rudra