Before Mohammed Reza, there was another man. That man was Reza Shah. The old Shah of Iran, Reza Shah was friendly with Germany. This caused Britain and the USSR (Russia) to become worried and paranoid about Iran. So Britain and Russia invaded Iran. They forced Reza Shah to step down from his position as Shah and he was exiled. He was no longer Shah because his relations with Germany were what caused the invasion(s) of Iran. His son, Mohammad Reza took his place at the throne. By becoming Shah, Mohammad Reza started the Pahlavi dynasty.
While he was Shah he made unfavorable choices. For example, he broke his vow to be a constitutional monarch (by not giving his power to the parliamentary government/ theocracy). Parliamentary government was the government of Iran. For Mohammed Reza, following the parliamentary government means that he has certain responsibilities and rules he must follow. A constitutional government is a government wear the monarch shares power with their government, which is run by the Constitution.