According to Indian mythology, the king of Asuras (Demons) - Mahisasur, through years of praying, received blessing from Lord Brahma, that no man or deity would be able to kill him and that only a woman can kill him. But once gaining this power, he started ravaging the whole world until finally he wanted to uproot the Gods too. The Gods, in dismay, combined their divine energy and summoned up a feminine form so brilliantly glaring that it illuminated the heavens - the Goddess Durga. The goddess, with the gift of weapons from the gods had a fierce battle with Mahisasur. Finally when Mahisasur in the guise of a buffalo charged against Durga, the goddess beheaded the buffalo and from it emerged Mahisasur in his original form.
Bengalis believe that Goddess Durga returns to her mother Menoka and father Giriraj during this time of the year. Arriving with her children and two friends Jaya and Bijoya, Durga stays with her parents for four days, only to return to Shivalaya on the 'Dashami'. Her four children - Ganesh, Kartik, Saraswati and Lakshmi - represents respectively the Initiator of the puja, the Protector, Knowledge and the Provider - signifying the complete manifestation of the goddess.
Mythological facts about the many weapons of Ma Durga:
The "Sudarshan-Chakra" or beautiful discus, which spins around the index finger of the Goddess, while not touching it, signifies that the entire world is subservient to the will of Durga
The sword that Durga holds in one of her hands symbolizes knowledge, which has the sharpness of a sword.
Durga's trident or "trishul" is a symbol of three qualities - Satwa (Inactivity or the ideal state of mind characterized by awareness and purity of thought), Rajas (activity or energy associated with desires, wishes and ambitions) and Tamas (lethargy and stress). In order to attain peace and happiness, there needs to be balance between these three qualities.
The bow and arrows symbolize energy, both potential (bow) and kinetic (arrow).
The thunderbolt signifies firmness.
The lotus in Durga's hand is not in fully bloomed, It symbolizing certainty of success but not finality.
The conch shell in Durga's hand symbolizes the cosmic sound of OM vibration; the sound destroys all evil negative forces and the vibrations fill one with peace and tranquillity.