Sacred story of Pradosh Vrat or Pradosham is interesting one. Once there were continuous battle between gods and demons. Gods went to the trinity of gods Lord Brahma, Vishnu & Maheshwara to seek advice to win battle against demons.
Trinities were told churn ocean to get the Amrita (Elixir), if it consumed no more have to die. Gods only can’t churn ocean, they also need help of Asuras (Demons). Gods asked for the help of Asuras, they agreed on a condition – sharing of Amrita 50:50 percent.
They plucked Mantra hill, used as churning stick. Lord Vishnu took the Kurma (Tortoise) avatar to support mountain on his back. Vasuki (Big Snake) was requested to be a churning rope.
Gods and Demons started churning. The deadly poison called Halahala come first. It can’t be consumed as it is deadly poison. Gods praised the Lord Shiva. He consumed it and holds it in the neck. Lord Shiva’s neck forms into blue color, this is why Shiva called as Neelakanta.
Gods and demons start praising him for consuming and saving the universe. Lord Shiva started dancing on an overwhelming feeling of great happiness.
Read more about Importance & Significance of Pradosh Vrat.
This is all happened on Trayodashi Tithi during Pradosh Kaal.
Therefore this day is very auspicious to worship Lord Shiva. Devotees observe fast on this day by praising Lord Shiva.