Just like in the prison life we are subjected to the rules and regulation of the prison house on account of disobeying the government laws, similarly, when we are disobedient to the laws of God, at that time, we are put into this material existence under the influence of time, and therefore our conditional life is always fearful. Bhayaṁ dvitīyābhiniveśataḥ syād īśād apetasya viparyayo 'smṛtiḥ. Everyone is thinking differently, all living entities. Somebody is thinking, "I am Indian." Somebody is thinking, "I am American," "Hindu," "Muslim," "Christian," "black," "white." So many ways we are thinking. Viparyayo 'smṛtiḥ. Our real identity is when we understand that "I am not Hindu, not Muslim, not Christian, nor American, nor Indian, but I am eternal servant of Kṛṣṇa." Then there is no more fear. That is fear... Bhajahuṅ re mana, śrī-nanda-nandana-abhaya-caraṇāra...
Therefore the Vaiṣṇava poet advises that "You take to the shelter of the lotus feet of Kṛṣṇa." Abhaya-caraṇāravinda re: "Just be engaged in the devotional service of the abhaya-caraṇa, Kṛṣṇa's..." Then your existence will be purified and you will have no more fear. Brahma-bhūtaḥ prasannātmā (BG 18.54). You will be... This material life, so long we are conscious of this material existence, we are always fearful, full of anxieties. Tat sādhu manye 'sura-varya dehināṁ sadā samudvigna-dhiyām asad-grahāt (SB 7.5.5). The more we possess asat-vastu-asat-vastu means the material things—there will be more anxiety. Therefore, according to Gauḍīya Vaiṣṇava principle, Caitanya Mahāprabhu's life and His next disciples', the Gosvāmīs', life is to completely get free from any material possession. Vairāgya. Vairāgya-vidyā. This spiritual life... Therefore in Bhāratavarṣa, in India, you will see big, big kings, they give up their kingdom, their opulent life, wife, children, and become a mendicant, a beggar—not beggar, but renounced everything. This Bhāratavarṣa is under the name of Mahārāja Bhārata. His life is described in the Śrīmad-Bhāgavatam, Fifth Canto, how he gave up his wife, children, kingdom, everything, and he lived alone in the forest, Pulastya, Pulaha-āśrama. But still, māyā is so strong, he became attached to a small deer. And for that reason, he had to wait for his liberation three lives.