According to legends, during the Mahabharata, Arjun once went to the Nilgiri Mountains for self-penance while his brothers faced challenges without him. His wife, Draupadi, asked Lord Krishna for guidance. Krishna then reminded Draupadi to observe the strict Karwa Chauth rituals, following Mata Parvati's fast for Lord Shiva. Her fast is believed to have led to Arjun's safe return.