Jagannatha Maha Prabhu is himself swaym Param Brahmh parameshar (He is Rama, He is Krishna, He is Purushottam). Balabhadra is Sesha/Anantha/Rudra and Subhadra is Shakti. Please read Baishnav khanda in the Maha Skanda purana to understand Him. Shree Chaitanya saw Krishna in Him, Tulsidas swami saw Rama in Him, Guru Nanak saw Omkar in Him. Bhakta Salbega saw Allah in Him and so many others..... Thus their follower only see Him in that Swarup. Puri mandir was built in the Satya Yuga by King Indradyumna maharaja. He is there since the beginning of this Kalpa. Jaya Jagannatha.