History of Deities
The deities of the Puri temple are generally known as the Trimurti(Trinity) though, to the scholars, they are Chaturdhaa murtis (or images, 4 in number). Some think that originally there was only Jagannath as the object of worship and when Neela Madhava disappeared, King Indradyumna fabricated the body of Jagannath out of a log of wood that was picked up from the sea, as per a divine direction received by the King. Scholars holding the view that originally the Present-day Trinity was not there, cite the example of a Temple found in the Cuttack District in Orissa (belonging perhaps to the seventh century A.D.) where the images only of Jagannath and Balabhadra have been carved and Subhadra is not to be seen there.
It is, therefore, believed that when there was a great resurgence of Saktism from the 7th century onwards, there was a successful attempt to install an image of the Mother Goddess (Durga or Sakti) in the Puri Temple by the side of Jagannath. According to some others, installation of the image of Durga or Sakti (who is also known as Bhadraa, Mangalaa etc.) might have taken place during the visit of Sankaraachaarya to Puri. In the Konarka Temple built in the 13th century A.D. (about a century later than the Puri Temple), there is a panel of three images. Jagannath is seen in the middle and to His left is the Mother Goddess, while to His right is a Linga (phallus). From this, it is deduced by some that this might have been the "Trio" of the Puri Temple, indicating the equal importance of Vaishnavism, Saktism and Saivism.
There is another hypothesis that Bhadraa or Mangalaa (Durga) came to be called as Subhadra and at the time of Vaishnavite preponderance, she was introduced as Srikrishna's sister, whose name also is Subhadra. Similarly one of the names of Lord Siva is Veerabhadra. Somehow, at a time of Vaishnavic efflorescence, He was transformed into Balabhadra. (The second half of this name i.e., ‘Bhadra' was retained and the first half was substituted by Bala). When HE was thus called Balabhadra, He, was introduced as the elder brother of Srikrishna.