Ayudha puja is celebrated on the Ninth day of Navratri. The principal Shakti goddesses worshiped during the Ayudha puja are Saraswati (the Goddess of wisdom, arts and literature), Lakshmi (the goddess of wealth) and Parvati (the divine mother).
This is the story of Arjuna’s son Iravan’s self-sacrifice to the goddess Kali to ensure her favour and the victory of the Pandavas in Mahabharata war. This was done on the day of Ayudha Puja.
Another story related to Arjuna
It is said that on Vijayadashami day Arjuna, third of the five Pandava brothers, retrieved his weapons of war from the hole in the Shami tree where he had hidden it before proceeding on the forced exile. After completing his vanvas (exile period) of 13 years including one year of Agyatavas (living incognito) before embarking on the warpath against the Kauravas he retrieved his weapons. In the Kurukshetra war that ensued, Arjuna was victorious.