According to the Hindu epic and legend, the “Vishnu Puraan”, the people of Gokul, Mathura used to worship Lord Indra for providing them with rains. They believed that it was him who blessed them with the rains for their welfare.  

But Lord Krishna explained to them that it was mount Govardhan (a small hillock situated at Braj, near Mathura) who caused the rain and not Lord Indra, so the mount should be worshipped and not Lord Indra. So the people followed Lord Krishna and started worshipping mount Govardhan.

This made Lord Indra really furious and as a result of his anger of not being worshipped, the people of Gokul had to face heavy rains. Lord Krishna came to the people’s rescue and after prayers and offerings to the mount Govardhan, he lifted it as an umbrella on the little finger of his right hand in order to provide shelter to the people. Lord Krishna was called Giridhari or Govardhandhari only after this event.