Once upon a time, a saint asked this question to Lord Shiva: “Who is your father, Lord?”. Lord Shiva replied that Brahma is his father. Then the saint went on to ask who is your grandfather. Lord Shiva replied that Vishnu is my grandfather. The saint further queries as to who is the great-grandfather. Lord Shiva stuns him by saying that I am my great-grandfather. The story sounds like a ballad, however, because there is no origin point, it serves as a circle. And mathematically, in a circle, any point can be taken as a starting point.
There is one more very interesting story behind the birth of Lord Shiva. One day Brahma and Vishnu both were arguing about which of them are more powerful. Suddenly, a blazing pillar of light appears. The roots and branches of this pillar are reaching beyond the horizon, earth, and sky. Brahma and Vishnu both could not find the start and end of this pillar. They are confused. After some time, Lord Shiva emerged from the pillar. The whole incident signifies that there is no beginning and no end of Lord Shiva.
Whatever ‘sane’ you find in this world, becomes totally useless and insane in the world of spirituality. In the exalted state of spirituality, there is no distinction among various forms of God. He is verily one. And without doubt, He is beyond the concept of birth and death. People from different faiths call upon Him using different names and forms. He responds to all of them because He is all of them.