Shakti Peetas are manifest or divisions of Goddess Sati Devi who is also known by names such as Parvati devi / Gauri / Mahakali / Durga devi.
As stated in Hindu Puranas, King Daksha prajapati had 28 daughters of which 27 (Nakshatras) were married to Moon and another last daughter was married to Lord Shiva without his father's consent. This angry's Daksha. When Daksha organized Yagya , he invited all gods except Lord Shiva and also he humiliates Shiva infront of Sati. Sati disappointed with this and sacrificed herself to Fire god.
This incident infuriated Lord Shiva and he cuts the head of King Daksha. Lord Shiva then carried away Sati's body on his shoulder and started dancing causes Pralaya elsewhere. With request from other gods, Lord Vishnu cuts off Sati's body into 18 pieces with his Sudarshana chakra and scattered into different locations in India and one in Sri Lanka.