From this plea we can understand that liberation is not the final word in perfection. There must be activities in liberation. Sanātana clearly says, "You have saved me from the entanglement of material existence. Now, after liberation, what is my duty? Kindly explain it to me." Sanātana further inquired, "Who am I? Why are the threefold miseries always giving me trouble? And finally, please tell me how I can be relieved from this material entanglement? I do not know how to question You about advancement in spiritual life, but I beg that You kindly, mercifully, let me know everything I should know."
This is the process of accepting a spiritual master. One should approach a spiritual master, humbly submit to him and then inquire from him about one's spiritual progress.
The Lord was pleased by Sanātana's submissive behavior, and He replied, "You have already been blessed by Lord Kṛṣṇa, and therefore you know everything and are free from all the miseries of material existence. Yet even though due to your Kṛṣṇa consciousness you have naturally achieved the grace of Kṛṣṇa and are thus already conversant with everything, because you are a humble devotee you are asking Me to confirm what you have already realized. This is very nice." These are the characteristics of a true devotee. In the Nāradīya Purāṇa it is said that by the grace of the Lord one who is very serious about developing Kṛṣṇa consciousness has his desire to understand Kṛṣṇa fulfilled very soon.
"You are a suitable person to protect the devotional service of the Lord," Caitanya Mahāprabhu continued. "Therefore it is My duty to instruct you in the science of God, and I will explain everything to you, step by step."
It is the duty of a disciple to inquire about his constitutional position when approaching a spiritual master. In conformity to that spiritual process, Sanātana has already asked, "What am I, and why am I suffering from the threefold miseries?" The threefold miseries are called ādhyātmika, ādhibhautika and ādhidaivika. The word ādhyātmika refers to those miseries caused by the body and mind. Sometimes the living entity suffers physically, and sometimes he is distressed mentally. Both are ādhyātmika miseries. We experience these miseries even in the womb of our mother. In general, there are many types of miseries that take advantage of the delicate human body and give us pain. Miseries inflicted by other living entities are called ādhibhautika. For example, bedbugs can make us miserable while we are sleeping. Cockroaches can also sometimes give us pain, and there are other living entities born on different planets who can cause us misery. As far as the ādhidaivika miseries are concerned, these originate with the demigods of the higher planets. For instance, we sometimes suffer from severe cold weather, from thunderbolts, or from earthquakes, tornadoes, droughts or other natural disasters. In any case, we are always suffering from one or more of these three kinds of miseries.