Lord Caitanya Mahaprabhu adopted the mood of Lord Siva, for He is Siva also. According to the philosophy of acintya-bhedabheda-tattva, Lord Siva is not different from Lord Visnu, but still Lord Siva is not Lord Visnu, 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 Siva. If one wants salvation, one must worship Lord Visnu. This is confirmed in the Bhagavad-gita (9.4): mat-sthani sarva-bhutani na caham tesv avasthitah. Everything is resting on the Lord, for everything is His potential energy, yet He is not everywhere. Lord Caitanya's adopting the mood of Lord Siva is not extraordinary, but one should not therefore think that by worshiping Lord Siva one is worshiping Lord Caitanya. That would be a mistake.