Story of Lord Shani (Shani Dev Katha) is explained here. Lord Shani is one of the Navagrahas, nine planet Gods in Hinduism.
As regards the birth of Shani, there are different stories. Foremost and accepted is the one in the ancient ‘Skanda Purana’ of ‘Kasi Khanda’ which is as follows.
God Soorya was married to Daksha Kanya Sadnya. Sadnya could not tolerate the radiance of God Surya. She used to feel that by doing penance she could increase her brilliance. Or, by the power of her penance, she could diminish the glare of God Surya. But for God Surya, she was a spouse worshipping wife. From God Surya, she had three children. One was Vaivastahva Manu. The second was Yama Raj. And the third was Yamuna. Sadnya loved her children very much. But, she was very upset with the radiance of God Surya. One day, she thought that she would separate from God Surya, go to her parents’ home and undertake great penance. And if there was opposition, she would go far away to a lonely and undertake great penance.
By strength of her penance, Sadnya created a ‘Chaya’ (shadow) of herself and named her Suvarna. And, and then the shadow of herself became Suvarna. After handing over the children to Chaya, Sadnya told her that Chaya would thereafter play the role of womanhood and nurse her three children. She told her if any problem arose, she should call her and she would come rushing to her. But she cautioned her that she must remember that she was Chaya, not Sadnya, and nobody should know this difference.
Sadnya hander over her responsibilities to Chaya and went away to her parents’ place. She went home and told her father that she could not stand the radiance of God Surya. And therefore, without telling her husband she had come away. Listening to this, her father scolded her very much and told her that without being called, if the daughter returns home, both her and her father would be cursed. He told her to go back to her home immediately. Then, Saudnya began to worry that if she went back, what would happen to the responsibilities which she had given to Chaya. Where would Chaya go? And their secret would be exposed. So, Sadnya went to the dense jungles in Uttar Kurukshetra and took repose there.
She was fearful of her safety in the jungle because of her youthfulness and beauty. And she changed her form into that of a mare so that none could recognize her and started her penance. Elsewhere, the union of God Surya and Chaya begot three children. God Surya and Chaya were happy with each other. Surya never doubted anything. The children of Chaya were Manu, God Shani and Putri Bhadra (Tapti).
As per the second story, the creation of God Shani was the result of Maharishi Kashyap’s great ‘yagna’. When God Shani was in the womb of Chaya, Shiv Bhaktini Chaya was so engrossed in penance of God Shiva that she did not care for her food even. She prayed so intensely during her penance that the prayers had a profound influence on the child in her womb. As a result of such a great penance of Chaya, without food and shade in the blazing sun, the complexion of God Shani became black. When God Shani was born, Surya was surprised to see his dark complexion. He began to doubt Chaya. He insulted Chaya by saying that this was not his son.
From birth itself, God Shani had inherited the great powers of his mother’s penance. He saw that his father was insulting his mother. He saw his father with a cruel gaze. As a result his father’s body was charred black. The horses of God Surya’s chariot stopped. The chariot would not move. Worried, God Surya called out to God Shiva. God Shiva advised God Surya and explained to him about what had happened. That is, because of him the respect of mother and child had been tarnished and insulted. God Surya accepted his fault and apologized. And regained his earlier glorious looks and the power of his chariot’s horses. Since then, God Shani became a good son to his father and mother and an ardent disciple of God Shiva.