Origin story
When the buffalo demon Mahishasura could not be defeated by the gods, their combined energies took the shape of Durga, who rode a lion and battled him for nine nights, slaying him on the tenth. The Navaratri festival still marks that victory.
Durga's many arms hold the weapons gifted by each god, and the lion beneath her stands for power held in control. In Kerala she is worshipped both in the great Shakta temples and in the kavus of the village, where her fierce and protective forms merge into the many faces of Bhagavathi.
Source: Wikipedia: Durga — https://en.wikipedia.org/wiki/Durga
