To save you from that frustration, this Kṛṣṇa consciousness movement has come to your country, Lord Caitanya's movement. A great devotee, Narottama dāsa Ṭhākura, he sings, patita-pāvana-hetu tava avatāra (from Prārthanā): "My dear Lord, Your incarnation is to reclaim all kinds of fallen souls." Mo sama patita prabhu nā paibe āra.
"But I am the most fallen. Therefore, my claim is first. Because You have advented Yourself to claim all fallen souls, I am the most fallen; therefore You take care of me first."
So actually, who is a fallen soul? Fallen soul means anyone who has taken birth in this material world, he is a fallen soul, never mind what he is—he may be Brahmā or he may be an insignificant ant. Anyone who is within this material world . . . because our constitutional position is spirit soul. Spirit means ānandamayo 'bhyāsāt (Vedānta-sūtra 1.1.12), by nature joyful. That is spirit.
So because we have been put into some awkward position of this material existence, therefore we are . . . although constitutionally we are joyful, we do not find anything joyful. Try to understand this point. In this material world, because we have been encaged with this material body, although our endeavor is to become joyful, on account of this encagement of this material body, we are not joyful.
So in the Vedic literature, the whole Vedas, there are four Vedas originally—Sāma, Yajur, Ṛg, Atharva—and from that Vedas, four Vedas, there are so many Upaniṣads, hundred and eight Upaniṣads. And the cream of the Upaniṣads is the Vedānta-sūtra. And the Vedānta-sūtra is very clearly explained by Śrīmad-Bhāgavatam. So this Vedic literature is giving us the help and the clue how we can get out of this miserable condition of life.