Lord Siva, of course, does not engage in useless mental speculation … he is always thoughtful regarding how to deliver the demons from their fallen condition of life. It is said that during the advent of Lord Caitanya, Sadasiva appeared as Advaita Prabhu, and Advaita Prabhu's chief concern was to elevate the fallen conditioned souls to the platform of devotional service to Lord Krsna. Since people were engaged in useless occupations which would continue their material existence, Lord Siva, in the form of Lord Advaita, appealed to the Supreme Lord to appear as Lord Caitanya to deliver these illusioned souls. Actually Lord Caitanya appeared on the request of Lord Advaita. Similarly, Lord Siva has a sampradaya, the Rudra-sampradaya. He is always thinking about the deliverance of the fallen souls, as exhibited by Lord Advaita Prabhu.

>>> Ref. VedaBase => SB 4.6.39