The early history of Ujjain is lost in the midst of antiquity. As early as the time of the Aryan settlers, Ujjain seems to have acquired importance. By the 6th century B.C. Avanti with its capital at Ujjaini, is mentioned in Buddhist literature as one of the four great powers along with Vatsa, Kosala and Magadha. Ujjain lay on the main trade route between North India and Deccan going from Mathura via Ujjain to Mahismati (Maheshwar) on the Narmada, and on to Paithan on the Godavari, western Asia and the West. The Northern black polished ware which is technically the finest pottery of the time, with a brilliantly burnished dressing almost of the quality of a glaze in colour from jet black to a deep grey or metallic blue and iron, found their way to the northern Deccan from the Gangetic plains through Ujjain. The articles of export to the western Asia such as precious stones and pearls, scents and spices, perfumes, silks and muslin, reached the port of Brighukachcha from the remote north through Ujjain.
One of the 12 jyotirlingas in India, the lingam at the Mahakal is believed to be swayambhu (born of itself) deriving currents of power (shakti) from within itself as against the other images and lingams which are ritually established and invested with mantra-shakti.