Dawn is a deity called Aruna. Another deity associated with dawn is Usha devi.
During the churning of the milky ocean the pact between devas and asuras was that they would share amrita to be obtained therefrom. Devas never had real intention of giving any to asuras. After obtaining amrita the two sides started fighting for it. Vishnu assumed the form of Mohini the enchantress and set out to settle the dispute. The two sides were made to sit in two separate lines and Mohini started serving, first to devas. Rahu, an asura suspected that the nectar was never going to reach the asura side. He went and sat among the devas in disguise. Sun and Moon spotted him and Mohini beheaded him. He fell into two parts as Rahu and Ketu. Thus Rahu and Ketu became sworn enemies of Sun and Moon who bore the brunt of their wrath in the form of eclipses. Rshu and Ketu simply waited for opportunity to swallow Sun and Moon. With their bodies already cut open on one side, Sun and Moon every time barely manage to come out.
Sun found this ordeal very frustrating. He called the bluff of Rahu for the sake of devas. When he landed in trouble nobody was by his side. He decided to burn the three worlds and teach his thankless brothers a lesson. He went on to set with the intention of rising the next morning so blazing hot that the the worlds would burn. Devas got news of this and rushed to Brahma.
Sage Kashyapa was the forefather of devas. asuras and manushyas. Two of his wives were Kadru and Vinata ( he had many more wives ) who had an ongoing rivalry between them. Kadru desired one thousand strong and powerful sons whereas Vinata wanted only two who would outshine the thousand of Kadru in power and strength. Kashyapa granted their wishes. One thousand eggs came out of Kadru which she kept for hatching in a pot. Similarly, two eggs came out of Vinata which she also kept for hatching in a pot. Six months went by. Kadru's eggs hatched and out came thousand poisonous powerful snakes with huge long bodies. Nothing happened with Vinata's eggs. She got impatient and broke open one of the eggs. There was a child inside with body developed only from head to waist. He was Aruna. He cursed his mother to servitude for being impatient and went up in the sky.
Brahma had his own plans. He asked Aruna to go and place himself in front of Sun as a shield and make his rising slow so that his heat does not fall upon the worlds all of a sudden. Thus started dawn.