Mahakaleshwara Ujjain, in Madhya Pradesh, India is one of the seven sacred places for liberation and the location for Mahakaleshwara. It is said that the color of the water at this pilgrimage site keeps changing. The root lingam of Mahakalam is very small and is located underground. The lingam in the top level is called Omgareshwara.
A Brahmin who had 4 sons who were all great devotees of Lord Shiva. There was a demon named Dushanan who was giving trouble consequently disturbing all the good and religious activities. The Brahmin, his 4 sons and Brahmins from all over India gathered and performed a puja to Lord Shiva. The spot where they had taken mud to make the lingam, had become a huge pond. When the demon came to disturb their puja, Lord Shiva rose from the pond as Mahakaleshwara and destroyed him.
On the request of the Brahmins, Lord Shiva gives darshan (divine audience) to his devotees at this location. There is also a lesson to be learned connecting external and internal devotion that is connected to the stories around Mahakaleshwara. Without internal devotion connected to external worship, rituals are dry or colorless. Perhaps this is why the colors of the waters around this pilgrimage location are constantly changing - reflecting the emotion and devotion of the pilgrims.