Origin
Lord Krishna lived in Dwaraka with His 16,108 wives. Since each of the 16,108 wives had her own separate palace, Krishna also divided Himself into 16,108 forms and was with all His wives at the same time. Only Krishna could do this, no mortal could do it, so we should not even try to imitate the mysterious pastimes of Krishna. All the queens of Dwaraka were extremely happy and tried their best to please the Lord. But the queens kept finding Krishna absorbed in memories of the pastimes that took place in Vrindavan. This intrigued them. They began to think: “What happened so grand and special in Vrindavan that Krishna constantly completely plunges into memories of His childhood?” A desire arose in their hearts to know about Krishna’s childhood days in Vrindavan.
The queens approached Mother Rohini, who was a witness to the Lord’s pastimes in Vrindavan, and asked her to tell them everything. Mother Rohini agreed, but warned that Krishna and Balarama must not hear about those pastimes, because if they did, they would completely drown in emotions. So, it was decided to leave Subhadra, Krishna and Balarama’s sister, on guard at the door. She was to immediately inform Mother Rohini if Krishna and Balarama started to approach.
Mother Rohini began to tell about the pastimes, while Subhadra stood guard at the door. The pastimes were so wonderful that Mother Rohini, all the queens, and Subhadra completely plunged into them. Meanwhile, Krishna and Balarama felt that something special was happening in the palace, so they immediately rushed there. Subhadra, who was completely absorbed in listening to the pastimes, did not notice that Krishna and Balarama had arrived. The stories of the pastimes were so sweet and full of nectar that Krishna, Balarama, and Subhadra began to feel maha-bhava. Their eyes widened and became large, their faces dilated, and their legs and arms retracted into their bodies—these features were unique and never seen before. At the same time, Narada Muni came to visit and saw these unprecedented forms. Seeing Narada Muni, all three regained their normal forms. But Narada Muni began to beg the Lord to allow others to also behold these unique and rare forms of His. Lord Krishna agreed and said that they would manifest in these forms as Lord Jagannatha, Lord Baladeva, and Subhadra in Jagannatha Puri in order to please the devotees.
This is why Lord Jagannatha, Lord Baladeva, and Subhadra devi have such unique and beautiful forms in Jagannatha Puri.