Lord Shiva is said to be beyond birth and death, and that he first manifested as a pillar of light when Brahma and Vishnu were arguing between themselves as to which was greater. But it happened once that a great saint met Lord Shiva and desiring to know him better, asked him who his father was.
Lord Shiva smiled, and said “Brahma was my father.”
The saint bowed at this reply, and then asked, “And who, Lord, was your grandfather.”
Lord Shiva smiled more broadly, and said, “Vishnu was my grandfather.”
The saint made another obeisance, and said, “And who, Lord, was your great grandfather?”
Then Lord Shiva smiled from ear to ear, and replied, “I myself was my great-grandfather!”