In the Bhāgavata it is explained, dharmaṁ tu sākṣād bhagavat-praṇītam (SB 6.3.19). You cannot manufacture a religious sect. That is rascaldom. Just like if you think, "I shall manufacture law at my home," is it possible? Who will care for your law? If the law is enacted by the state, that is accepted. The government says, "Keep to the left." You have to accept it. You cannot say: "No, why not to the right?" Then you'll be criminal. Similarly, laws means given by the government, and dharma means which is the codes given by God. That is dharma. dharmaṁ tu sākṣād bhagavat-praṇītam (SB 6.3.19). That is religion. And Kṛṣṇa says, dharma-saṁsthāpanārthāya sambhavāmi yuge yuge: "I come to reestablish. When people become cats and dogs, without any religion, then I come down to establish religion."
Because we are Kṛṣṇa's sons, we are all sons of Kṛṣṇa, He is very much anxious to see us happy. Just like father wants to see his sons, bewildered sons, to see that he is happy. Paritrāṇāya sādhūnāṁ vināśāya ca duṣkṛtām (BG 4.8). That is also the same thing. To deliver the righteous person and to kill the demons, the same thing, because Kṛṣṇa is absolute. His maintaining the devotee and killing the demon, both of them are same thing. Just like father. Father is giving some child, some son, nice sweetmeat, and the other son comes, "No, you cannot take it." Does it mean that father is partial? No, father is kind both the child. He knows that he cannot eat. So similarly, two things are going on parallel. Some are punishments, some are maintenance by the laws of God, but He knows how to do it. We have to accept His law. That is . . . tat te 'nukampāṁ su-samīkṣamāṇaḥ (SB 10.14.8). Therefore a devotee is never disturbed by the so-called pains and pleasure of this world. He is never disturbed. He knows his duty, how to execute Kṛṣṇa consciousness. That is real devotee. Sarva-dharmān parityajya mām ekam (BG 18.66).
So Kṛṣṇa said that dharma-saṁsthāpanārthāya sambhavāmi yuge yuge. Then what is that dharma? He did not come here to reestablish Hinduism or Muslimism or Christianism. No. He came to give you real dharma. What is that? Sarva-dharmān parityajya mām ekaṁ śaraṇaṁ vraja (BG 18.66). That is dharma, to surrender unto Kṛṣṇa: "Kṛṣṇa, I am eternally Your servant. I forgot You. Now I come to my senses. I surrender unto You." This is dharma. Bahūnāṁ janmanām ante jñānavān māṁ prapadyate (BG 7.19). This sense, real sense, comes when after struggling, struggling for many, many births, one becomes wise. Bahūnāṁ janmanām ante jñānavān. Jñānavān means wise. Not fools and rascals. Jñānavān māṁ prapadyate: "He surrenders unto Me." So anyone who is surrendering to Kṛṣṇa, taking to Kṛṣṇa or devotional service fully, he is the most intelligent man. He's not cats and dogs or rascals. Because Kṛṣṇa says jñānavān. This is real knowledge. That will be explained.
Kṛṣṇa says, jñeyaṁ yat tat pravakṣyāmi: "I shall speak to you what is the object of knowledge, ultimate objective of knowledge." Yaj jñātvā 'mṛtam aśnute. If one can understand Kṛṣṇa he gets eternal life. That is our aim of life. Not to remain within this material world, bhūtvā bhūtvā pralīyate (BG 8.19), take birth once and again die. This is done by the cats and dogs. Any animal, they do not know anything. They take birth and again die. Dehino 'smin yathā dehe kaumāraṁ yauvanaṁ jarā, tathā dehāntara-prāptiḥ (BG 2.13). You have to accept. So if in ignorance I take birth and again die, what is this life? Bhūtvā bhūtvā pralīyate (BG 8.19). That is no knowledge. Spoiling.