Lord Caitanya Mahāprabhu adopted the mood of Lord Śiva, for He is Śiva also. According to the philosophy of acintya-bhedābheda-tattva, Lord Śiva is not different from Lord Viṣṇu, but still Lord Śiva is not Lord Viṣṇu, just as yogurt is nothing but milk and yet is not milk nevertheless. One cannot get the benefit of milk by drinking yogurt. Similarly, one cannot get salvation by worshiping Lord Śiva. If one wants salvation, one must worship Lord Viṣṇu. This is confirmed in the Bhagavad-gītā (9.4): mat-sthāni sarva-bhūtāni na cāhaṁ teṣv avasthitaḥ. Everything is resting on the Lord, for everything is His energy, yet He is not everywhere. Lord Caitanya’s adopting the mood of Lord Śiva is not extraordinary, but one should not therefore think that by worshiping Lord Śiva one is worshiping Lord Caitanya. That would be a mistake.