In Śrīmad-Bhāgavatam (2.2.5) there is a very nice verse stating that a devotee should always remain dependent on the mercy of the Supreme Lord and that as far as his material necessities are concerned, he should be satisfied with whatever is obtained without endeavor. In this regard, Śukadeva Gosvāmī advised that a devotee should never approach a materialistic person for any kind of help. As far as one's bodily necessities are concerned, one can pick up torn clothing from the street, take fruits offered by trees, drink water from flowing rivers, and live in a mountain cave constructed by nature herself. Even if one is unable to do all these things, he should nonetheless completely depend on the Supreme Lord, understanding that since the Lord provides everyone with food and shelter, He will never fail to care for His devotees who are fully surrendered unto Him. In any case, the devotee is always protected, and therefore he should not be at all anxious for his maintenance.
Sanātana Gosvāmī thus inquired into all phases of devotional service, or Kṛṣṇa consciousness, and Lord Caitanya taught him most confidentially from authoritative scriptures like Śrīmad-Bhāgavatam. The Lord also referred to the Vedic literature known as Hari-vaṁśa, which gives information about the transcendental abode of Kṛṣṇa. This information was disclosed by Indra when he offered his prayers after being defeated upon challenging the potency of Kṛṣṇa. In the Hari-vaṁśa it is stated that although birds and airplanes can fly high in the sky above the earth, they cannot reach the higher planetary systems. The higher planetary systems extend upward from the sun planet, which is situated in the middle of the universe. Above the sun are planetary systems where persons who are elevated by great austerities and penances are situated. The whole material universe is called Devī-dhāma, and above it is Śiva-dhāma, where Lord Śiva and his wife Pārvatī eternally reside. Above that planetary system is the spiritual sky, where innumerable spiritual planets, known as Vaikuṇṭhas, are situated. And above these Vaikuṇṭha planets is Kṛṣṇa's planet, known as Goloka Vṛndāvana. The word goloka means "planet of the cows." Because Kṛṣṇa is very fond of cows, His abode is known as Goloka. Goloka Vṛndāvana is larger than all the material and spiritual planets put together.
In his prayers in the Hari-vaṁśa, Indra admitted that he could not understand the situation of Goloka, even by asking Brahmā. Devotees of the Nārāyaṇa expansion of Kṛṣṇa attain the Vaikuṇṭha planets, but it is very difficult to reach the Goloka planet. Indeed, that planet can be reached only by devotees of Lord Caitanya or Lord Śrī Kṛṣṇa. Indra then said to Lord Kṛṣṇa: "You have descended from that Goloka planet in the spiritual world, and the disturbance I created was all due to my foolishness." Therefore Indra begged Lord Kṛṣṇa to excuse him.
The last phase of the pastimes of Lord Kṛṣṇa is described in Śrīmad-Bhāgavatam as mauṣala-līlā. This series of pastimes includes Kṛṣṇa's mysterious disappearance from the material world. In that pastime the Lord played the part of being killed by a hunter. There are many improper explanations of scriptural passages describing the last portion of Lord Kṛṣṇa's pastimes (such as the explanation of descriptions of Kṛṣṇa as the incarnation of a hair), but Lord Caitanya properly explained these passages and gave them the right interpretation. As far as Kṛṣṇa being the incarnation of a hair is concerned, this is mentioned in Śrīmad-Bhāgavatam, the Viṣṇu Purāṇa and the Mahābhārata. In the Mahābhārata it is stated that Lord Viṣṇu snatched a gray hair and a black hair from His head and that these two hairs entered into the wombs of two queens of the Yadu dynasty, namely Rohiṇī and Devakī. It is also stated there that Lord Kṛṣṇa descends to the material world in order to vanquish all the demons. Some say that Kṛṣṇa is the incarnation of Viṣṇu who lies in the ocean of milk within this universe. Śrīla Rūpa Gosvāmī, in his Laghu-bhāgavatāmṛta, along with his commentator, Śrī Baladeva Vidyābhūṣaṇa, have discussed these points fully and have established the exact truth. Śrī Jīva Gosvāmī also discusses these points in the Kṛṣṇa-sandarbha.