I heard "Har Har Mahadev", that is call for "Mahadev" But I want to know the meaning of "Har" in "Har Har Mahadev"?
Hara means the one who destroys ie. Who does Harana. Lord Shiva is called Hara because he is the destroyer of world, sins, evils etc..
In the phrase 'Hara Hara Mahadeva' the meaning which suits the most is 'Who destroys the sins.' Mahabharata Vana Parva Kairata section states:
गतेषु तेषु सर्वेषु तपस्वीसु महात्मसु ।
पिनाकपाणिर्भगवान् सर्वपाप हरो हरः ।।
All the Mahatman and Tapasvis went away. Lord Hara is the Bhagvan who holds Pinaka in his hands and does Harana (destruction) of all sins.
So, Hara means the one who destroys Sins.
It is not "Har" but the Sanskrit word "Hara" (हर् - हरति), which means to take away. This is to denote an embodiment of captivation (चित्त हरना), consolidation (संघन्नम्) and destruction (विनाश करना).
As you know, Lord Shiva is also associated with the term "The Destroyer". Thus, this chant implies that "O Great Lord, liberate us from this vicious cycle of births and deaths (or attain Moksha)."
'Hara' here implies taking away our sorrows, grief, lust, ignorance and all worldly attachments and liberate our soul.
A similar name Hari is attributed to Vishnu which means taker of sorrow. The Gods are spiritual benefactors and remover of sins and miseries.