The Mahakaleshwar Jyotirlinga of Ujjain is one of the 12 most sacred Shiva linga in India which is why the Maha Shivratri festival is actively celebrated in Ujjain. It is also one of the four places where the Kumbh Mela is held in every 12 years. These reasons separate Ujjain as a must-visit destination for Maha Shivratri.