Sati, the daughter of Daksha Prajapati, married Lord Shiva against her father's wishes. Daksha did not like Shiva, who lived in cremation grounds and smeared his body with ash.
Once Daksha held a grand fire sacrifice and invited all the gods, but deliberately left out Shiva. Though Shiva tried to stop her, Sati went to her father's home. There, before the whole assembly, Daksha insulted Shiva. Unable to bear this insult to her husband, Sati gave up her body in the fire of her yogic power.
At this news Shiva's anger blazed. From his matted hair he brought forth Virabhadra, who destroyed Daksha's sacrifice. Then, overcome with grief, Shiva lifted Sati's body onto his shoulder and wandered through all of creation performing the Tandava, the dance of destruction.
To save creation, Lord Vishnu divided Sati's body with his Sudarshan Chakra. Wherever those parts fell, Shakti Peethas, the seats of the Goddess, were established. Ambaji in Gujarat is also considered one of the main Shakti Peethas.