In the Śrīmad Bhagavad-gītā the Lord asserts that He appears in every millennium just to reestablish the way of religion. The way of religion is made by the Supreme Lord. No one can manufacture a new path of religion, as is the fashion for certain ambitious persons. The factual way of religion is to accept the Lord as the supreme authority and thus render service unto Him in spontaneous love. A living being cannot help but render service because he is constitutionally made for that purpose. The only function of the living being is to render service to the Lord. The Lord is great, and living beings are subordinate to Him. Therefore, the duty of the living being is just to serve Him only. Unfortunately the illusioned living beings, out of misunderstanding only, become servants of the senses by material desire. This desire is called avidyā, or nescience. And out of such desire the living being makes different plans for material enjoyment centered about a perverted sex life. He therefore becomes entangled in the chain of birth and death by transmigrating into different bodies on different planets under the direction of the Supreme Lord. Unless, therefore, one is beyond the boundary of this nescience, one cannot get free from the threefold miseries of material life. That is the law of nature.
The Lord, however, out of His causeless mercy, because He is more merciful to the suffering living beings than they can expect, appears before them and renovates the principles of devotional service comprised of hearing, chanting, remembering, serving, worshiping, praying, cooperating and surrendering unto Him. Adoption of all the above-mentioned items, or any one of them, can help a conditioned soul get out of the tangle of nescience and thus become liberated from all material sufferings created by the living being illusioned by the external energy. This particular type of mercy is bestowed upon the living being by the Lord in the form of Lord Śrī Caitanya Mahāprabhu.