She is a daughter of Himalaya and first among nine Durgas. In previous birth she was the daughter of Daksha. Her name was Sati - Bhavani. i.e. the wife of Lord Shiva. Once Daksha had organized a big Yagna and did not invite Shiva. But Sati being obstinate, reached there. Thereupon Daksha insulted Shiva. Sati could not tolerate the insult of husband and burnt herself in the fire of Yagna.
Nava – that also means 'new' – denotes 'nine' the number to which sages attach special significance.