The Sanskrit word N?tha (Hindi Nath) is the proper name of a siddha sampradaya (initiatory tradition) and the word itself literally means "lord, protector, refuge". The related Sanskrit term Adi Natha means first or original Lord, and is therefore a synonym for Shiva, Mahadeva, or Maheshvara, and beyond these mental concepts, the Supreme Absolute Reality as the basis supporting all aspects and manifestations of consciousness.The Nath tradition is a heterodox siddha tradition containing many sub-sects. It was founded by Matsyendranath and further developed by Gorakshanath. These two individuals are also revered in Tibetan Buddhism as Mahasiddhas (great magicians) and are credited with great powers and perfected spiritual attainment.
The Nath Sampradaya
The Natha Sampradaya is a development of the earlier Siddha or Avadhuta Sampradaya,Deshpande, M.N. (1986). The Caves of Panhale-Kaji. New Delhi: Archaeological Survey of India, Government of India. an ancient lineage of spiritual master
Source:
http://en.wikipedia.org/wiki/Natha