Bhairav is not a separate entity but Shiva himself but people have many misconceptions about this. Shiva has the ability to manifest himself in many ways. It is Maya that does not allow us to see the reality. Even Brahma and Vishnu fell prey to Shiva's Maya. Once when Devtas were confused as to who was the Parbrahma. They all went to Brahma to solve their querry. In his vanity as a result of Maya, he declared that he was the Par-Brahma as he had created this universe, he was the nurturer and ultimately he would destroy his creation. Vishnu was angry and declared that he was Self appeared and he only was the Par-Brahma. Both asserted their stand and kept debating.
Meanwhile, Shiva created Bhairav through his anger. He asked the fiery eyed Bhairav to first punish Brahma. Bhairav is also known as Kaalraj or Kaala Bhairav as even Kaala is afraid of him due to his fearlessness. So Bhairav used the nails of his left hand to pull out Brahma's head. He then was asked to travel the whole universe to rid himself for cutting Brahma's fifth head which spoke ill about Shiva. The frightened Vishnu now was praising Shiva. Then Shiva created a kanya called Brahmhatya and asked her to accompany Bhairav who was travelling with Brahma's fifth head. Bhairav's sin would be redeemed at its ultimate spot, the duty of Brahmhatya was over then. Bhairav travelled all over the Universe. In the course of his travel He also went to Vishnudhaam at Kshirsagar to get bhiksha. Both Vishnu and Lakshmi welcomed him and gave him Bhiksha. After blessing them, Bhairav continued his journey with Brahmhatya in toe. As soon as he reached Kashi, Brahmhatya fell and disappeared into Pataal Lok. The place where Brahma’s head fell is known as Kapal mochan. It is the holiest of the holy tirth where even Brahmhatya did not have the If people pray in the Krishnapaksh ashtami falling in the month of Margashirsh they not only get their wishes fulfilled but also courage to enter.
