Shiva is mentioned in the Rigveda in three hymns as the fearful and vengeful Rudra. He is described as the god of sickness, disease, death, destruction and calamity. For the Vedic people his very name invoked fear

Shiva is mentioned in the Rigveda in three hymns as the fearful and vengeful Rudra. He is described as the god of sickness, disease, death, destruction and calamity. For the Vedic people his very name invoked fear. They believed that the best way to avoid trouble was by seeking protection from himself through appeasement because only Rudra would save them from the wrath of Rudra. 
🕉 The Satarudriya invocation in the Yajurveda is perhaps the most discussed and analyzed hymn. It is part of an invocation offered to the god Agni to avert his wrath and pacify him after he transforms himself into Rudra. ‪The hymn depicts him both as terrifying and pleasing. The prayer is offered to Rudra to bring health and prosperity to the people as a divine physician and also to save them from his own wrath. He is eulogized as lord of all beings and also called cheat and lord of the thieves. He is described as a dwarf as well as as a giant.
🕉 In the Atharvaveda, Rudra is implored not to harm the cattle and the people. In the Atharvaveda as well as the Yajurveda, Shiva is addressed variously as Sarva, Bhava, Nilakantha, Pasupathi, Nilagriva, Sitkantha and Sobhya. While these names are presumed to be his epithets, in some hymns we find the names Rudra, Sarva and Bhava, being used to refer different divinities. Some hymns are also addressed to not one Rudra but several Rudras who were storm deities associated with violent winds.
🕉 The Satapatha Brahmana mentions eight names of Rudra. In one place he is mentioned as Rudra- Shiva. In some cases he is also identified with Agni. Here we come to know how Shiva got his name as Rudra. It was because he, as Manyu or wrath, clung to the Prajapathi, when the later was disjointed, while all other divinities fled. He remained inside and cried and from the tears that flowed out of him originated Rudras in thousands. When the gods saw Rudra as a god of hunger and wrath, with innumerable heads, a strong bow and arrow fitted to it, the gods were afraid of him. The same Brahmana also alludes to his connection with animal sacrifices and snakes.
🕉 In the Svetasvatara Upanishad Lord Shiva was elevated to the status of Brahman, by the sage who composed it, after he had a vision of Lord Shiva as the Absolute and Supreme Brahman. He is described as the god who wields the power of maya or delusion by which he controls the world. He is also the indweller (antaratman) of all.
🕉 Another important upanishad, though belonging to a much later date than the Svetasvatara Upanishad is the Atharvasira Upanishad which mentions the many names of Shiva and recommends the performances of certain rituals such as smearing of the ashes to obtain the grace of Shiva and achieve liberation from earthly life. Brhajjabala Upanishad and Bhasmajabala Upanishad are other minor Saiva Upanishads dealing with some important concepts and aspects of worship of Shiva.