One’s progress on the path of yog sadhna is directly proportional to his/her level of sacrifice. Think about it, what is it that you have sacrificed or are willing to sacrifice to tread this path? Sacrifice, here, refers not to taking lives of animals or fellow beings, sacrifice is of that which you consider as your own — your desires, your possessions, your body and comforts — parting with which is painful. A legendary example of a sacrifice is that of Sage Dadhichi.
Born to Sage Atharvan and Devi Chiti, Sage Dadhichi was an ardent devotee of Lord Shiv. He was among the first to leave the Daksha yagya when he learnt that Lord Shiv was not invited for the same. He had acquired the Brahmvidya, which would enable a man to attain immortality. Threatened by this Indra then planned to behead the sage. Ashwini Kumars reported the same to Sage Dadhichi, who taught them the vidya. The twins in turn replaced his head with that of a horse, and once Indra had beheaded the horse headed sage, replaced the original head back on the Sage. Sage Dadhichi also acquired the boons that he could never be humiliated, never be killed and his bones would be hard as a diamond, with the grace of Lord Shiv.
As per historical texts, Vritrasur, having attained the boon of being invulnerable to any known weapon, attacked the swargalok and drove Indra out. Vritra also stole all the water from earth for use by his asur army and in the process there was colossal chaos on earth. Indra then approached Lord Vishnu for intervention.
Lord Vishnu revealed to Indra that only a weapon made from the thunder containing bones of Sage Dadhichi could bring down this demon. Indra, along with other devas, then approached the sage for donation of his bones.
Sage Dadhichi did not hesitate even for a second in acceding to the request of the devas, in order to restore balance on earth, even though it meant sacrifice of his own life. He however sighed that had he had the time he would have liked to make a pilgrimage to all the holy rivers before leaving the body. Indra then brought the water from all the holy rivers at Namisharanya, allowing for the sages wish to be granted. Sage Dadhichi then went into a state of deep Dhyan and left the body. Kamdhenu cow licked the flesh off his bones and the bones were used to create the Vajrayudha. The asur was defeated and balance of creation was restored.
That is the Vedic culture. Even though it was Indra who had once beheaded Sage Dadhichi, the sage did not let the personal friction come in the way of forwarding the cause of Creation, to fight a common enemy. Forget the personal differences, he did not even shy away from foregoing his own body for the cause. These are the signs of someone who is on the path of Shiv and who has the focus and desire for only one thing, that is, finality.
The mantra for Devi Hinglaj is also attributed to this valorous sage.