According to Shiva Puran, Shiva is swayambhu, self created, born of his volitions. He emerges as a direct incarnation of Sadashiv and has trishula from the very beginning. ... That material was then used to make Trishul. Trishul represents the three aspects of consciousness – waking, dreaming and sleeping, and it represents the three Gunas – satva, rajas and tamas. Holding a Trishul (Trident) signifies that Shiva (the divinity) is above all the three states – waking, dreaming and sleeping, yet is the upholder of these three states.
