Mriga is the name for the antelope. As a symbol it must be pre Vedic and it became a symbol of deities because of its attributes.
What is Mriga ?
It is powerful, agile and swift. Like the skin of a tiger, which represents power, fearlessness and ferocity, the skin of antelope became an artifact in ritual worship. Shiva is occasionally depicted with an antelope on his left hand, a sign that he is the lord of nature.