Who are Parents of Lord Shiva?

Aum Sai Ram.

Lord Shiva is asked by a saint "who is your father Lord?"
and he says "Brahma" and then he is asked "and your grandpa?"
Comes the reply "Narayana" and the next querry "then your great grandpa?".
The Lord smiles and says "Myself".

Hope the point is clear. In a circle every point can be the starting point as well as the endpoint.

Moral: Don't look for the End Point at the beginning of any Work you undertake. You will eventually go to the End Point. How you travel through the entire Journey is what one has to look for in Life.

With Sai's Luv & Best Wishes.