In the Bhagavad-gītā Kṛṣṇa's last instruction is that everyone should give up all other engagements and render devotional service unto Him. But after Kṛṣṇa's disappearance, less intelligent people misunderstood Him. They became contaminated with the Māyāvāda philosophy, which produced so many mental speculators that people forgot the actual position of the Absolute Truth and the living entity. Therefore Lord Śrī Kṛṣṇa Himself, as Lord Caitanya, again appeared in order to teach the fallen souls of this material world the way to approach Lord Kṛṣṇa. The Bhagavad-gītā teaches that one should give up everything and be done with this world of material attachment. A pure devotee of Lord Kṛṣṇa and one who follows the philosophy of Lord Caitanya are one and the same. Caitanya's philosophy is that one should give up everything and worship God, Kṛṣṇa. Kṛṣṇa, as the Supreme Lord, the Personality of Godhead, spoke the same words, indicating Himself as the Supreme Lord. But the Māyāvādī philosophers misunderstood Him. Therefore Lord Caitanya, to clarify the situation, reiterated Lord Kṛṣṇa's message: One should not declare himself to be as good as Kṛṣṇa but should worship Kṛṣṇa as the Supreme Lord.
We make a great mistake if we think Lord Caitanya is a conditioned soul. He is to be understood as the Supreme Absolute Truth, the Personality of Godhead, Śrī Kṛṣṇa Himself. In the Caitanya-caritāmṛta it is therefore said of Lord Caitanya: "Kṛṣṇa is now present in His five diverse manifestations." Unless one is situated in uncontaminated goodness, it is very difficult to understand Lord Caitanya as the Supreme Personality of Godhead Himself. Thus in order to understand Lord Caitanya, one has to follow the direct disciples of Lord Caitanya—the Six Gosvāmīs—and especially the path chalked out by Śrīla Jīva Gosvāmī.
The most astonishing fact is that Lord Caitanya, although the Supreme Personality of Godhead, Kṛṣṇa, never displayed Himself as Kṛṣṇa. Rather, whenever intelligent devotees detected that He was Lord Kṛṣṇa and addressed Him as Lord Kṛṣṇa, He denied it. Indeed, He sometimes placed His hands over His ears, protesting that a human being should not be addressed as the Supreme Lord. Indirectly, He was teaching the Māyāvādī philosophers that one should never falsely pose himself as the Supreme Lord and thereby misguide his followers. Nor should the followers be foolish enough to accept anyone and everyone as the Supreme Personality of Godhead. One should test by consulting scriptures and by seeing the activities of the person in question. One should not, however, mistake Lord Caitanya and His five diverse manifestations for ordinary human beings. Lord Caitanya is the Supreme Personality of Godhead, Kṛṣṇa Himself. The beauty of Lord Caitanya is that although He is the Supreme Lord, He came as a great devotee to teach all conditioned souls how devotional service should be rendered. Conditioned souls who are interested in devotional service should follow in the exemplary footsteps of Lord Caitanya to learn how Kṛṣṇa can be attained by devotional service. Thus the Supreme Lord Himself teaches the conditioned soul how He should be approached by devotional service.