Danda means a pole, nata means dance. The Danda Nata practiced basically to appease the Lord Shiva involves dance, song and physical feats as …a means to please Him. There is no caste distinction in Danda Nata. Whoever desires may join it without any fear of excommunication from the orthodox society.
The performers are all called ‘Bhoktas’. There are 13 – 500 Bhoktas in a Danda Party. The leader is called “Pata-Bhokta.” He leads an ascetic life for 21 days, avoids all contact with woman or anything worldly. He takes very light food probably for making his body fit for severe exercises. The Bhoktas move from village to village. To sweep the varandah with cowdung-water at once at the sight of the party signifies its invitation for performance. The householder who invites them is either childless or poor or suffering from some incurable disease. The performers bear all troubles to draw the kind attention of Siva towards the devotee. They roll on the hot sand in midday sun of the summer, dance and sing without any sign of suffering in their faces.
The opening ritual begin in the middle of Chaitra (March – April) and continuous till the ‘Meru Sankranti’ variously known as ‘Maha Bishuba Sankranti’, ‘Pana Sankranti’, etc.
Info. from Wikipedia