Shiva means auspicious.

Shiva means auspicious. Shiva's different names according to his different functions. When he expresses himself through space and time, he is known as Eshwara. He is called Sadashiva when he functions through air, which incorporates the principles of both sound and touch. Shiva is known as Rudra when he operates through fire, which incorporates the principles of sound, touch and form. Agni became his form for Rudra is Agni, the fire. Rudra, the lord of songs, the lord of sacrifices, who possesses healing remedies, his auspicious favour; from him who is brilliant as the sun, who shines like gold, who is the best and most bountiful of the gods. Rudra is called the father of the Maruts or Storm-gods. Furious Rudra appeared as Veerbhadra like a devastating fire on hearing news of Sati's immolation. Out of his one part emerged Mahakali. Rudra is red in colour. Rudra is feared to such an extent that his name is not taken but mentioned as "asau devam, that god. Rudra is the terrifying form of Shiva, the actual destroyer, the mighty one.