Sahadeva was the youngest of all the Pandavas and was the son of Madri and King Pandu. He was born when the Ashwini Kumaras came to bless Madri who invited them for a child since she had learnt the same from Maharani Kunti.
Maharani Kunti was blessed by Maharishi Durvasa to call upon any demigod and have a progeny through him. When she refused to carry more children after the birth of Arjuna, Pandu asked her to teach this to his another wife Madri. And when she called upon the two Ashwini Kumaras, they blessed Madri with two children, Nakul and Sahadev.
Sahadev was the youngest and hence, got more affection from all others. Sahadeva means that the one who has demigods with him. As per the shastras, he is supposed to be the incarnation of Shukracharya.
He was trained in military science and .was expert in the wielding of the sword. He is said to be decent, bashful, patient and virtuous. He was a person of noble character.
Since the five pandavas were married to Panchali Draupadi, Sahadev was one of them as well. He begot a son named Srutasena.
Maharaj Yudhishthir sent him to conquer the Bharatvarsha in order to perform his Rajasuya Sacrifice.
The epitome of dharma and righteousness, Yudhishtira had to face a tough challenge of Yaksha to save his 4 brothers from the mouth of death. When thirsty Nakul went in search of water and found the crystal clear water for quenching his thirst, he was warned by a voice to answer his questions before drinking the water. Ignoring the voice Nakul went forward to drink the water and he immediately fell down on the ground. Similar situation happened with Sahdeva, Arjuna and Bhima and now all four brothers were lying dead.
Finally Yudhishtira went to inquire about his brothers and got anxious to see their state. Since there were no wounds or any marks of injury on their bodies, Yudhishtira was sure that it is some kind of supernatural power. Soon he heard the voice of Yaksha, “I am Yaksha and I warned all your brothers to answer my questions before drinking the water. But they overlooked my warning and now lying dead.” Yaksha further told Yudhishtira that in order to save the lives of his brothers he need to answer his questions. Yudhishtira realized that it is the Lord Himself who is testing the righteousness of Him and his brothers. He payed his respect to Yaksha and with great humility, he requested the Omnipresent to ask questions and he will try to answer them with the best of his ability. I any case he will abide by his Dharma and Yaksha terms. To test the wisdom of Yudhistira, Yaksha asked may questions and answers to which reveal the great values of life. Most important of them are listed below:
Yaksha: What is weightier than the Earth?
Yaksha: Which is taller than the sky?
Yaksha: What is faster than the wind?
Yaksha: By renouncing what does one become affectionate?
Yaksha: Which is the best wealth?
Yaksha: What is the principal duty of man?
Yaksha: Who doesn’t have a heart?
Yaksha: Where does Dharma reside?
Yudhishtira: Dharma resides in good deeds of human beings.
There were other questions in similar lines covering various other deep and subtle aspects of life. After replying to all the questions of Yaksha, Yudhistira saved the life of Nakul first and Arjuna and Bhima later. Yaksha was surprised and became curious to know the reason behind saving the step brothers before real ones. Yudhistira replied, “I do not differentiate between any of my brothers. Dharma is the priority for me and I will always protect Dharma”. Yaksha was pleased to hear his reply and said, “Because you uphold Dharma victory will always be yours”.