Q. I know that Lord Krishna is the supreme God, but I also would like to know that Lord Shiva and Goddess (Durga) different from Lord Krishna?
Who is the first of all?
Also know about Allah (Muslim God)?
Who is that God?
either nirakar brahma
Who is he?
A. Your understanding of Lord Krishna to be supreme, is correct.
Lord Shiva and Goddess Durga have a different role in this material world.
No doubt Lord Shiva is very powerful, whenever there is need to destroy this material world, Lord Shiva destroys it.
Lord Krishna is the beginning of everything and is the cause of all causes.
According to Brahma Samhita,
ishvarah paramah krishnah
sac cid anand vigrahah
anadir adih govindah
sarva karana karanam
Lord Krishna is the source of all incarnations.
Lord Krishna has many attributes.
One of such attributes is, He is almighty (all-powerful)
The meaning of Allah is one who is all-powerful.
The meaning of Krishna is one who is all-attractive.
There is one God for everyone.
Just like there is one Sun.
People with different religions call the same God with different names.
I hope this is alright with you.