Answer in Details
The Shiva Purana and various Shaivite texts emphasize that Lord Shiva transcends boundaries of caste, creed, and religion. He is the cosmic consciousness (Paramashiva) present within all beings. Sometimes, his presence or vision comes to those who are seeking truth, peace, or liberation, even if they come from different faiths or paths.
If Lord Shiva appears to you, it may be seen as an invitation to explore deeper spiritual truths, to contemplate the nature of the self (atman), and to embark on a path of inner transformation. Shiva often guides seekers toward self-realization, detachment from ego, and the understanding of the impermanence of the material world.
You may wish to honor this experience by meditating, chanting his sacred mantra "Om Namah Shivaya," or reading about his teachings in scriptures like the Shiva Purana or the Vedas. Ultimately, Lord Shiva’s grace is universal, and his teachings encourage all beings to seek the divine within themselves, regardless of their religious upbringing.