The perfectional stage of spiritual life, which one can experience even while being in the material world, is described by Lord Kṛṣṇa in the Twelfth Chapter of the Bhagavad-gītā. There it is said that one who is not envious of any living entity, who is friendly, merciful and detached from material possessions, who is situated in his pure identity, without any false conception of the body as the self, who is equipoised in both happiness and distress, who is forgiving, always satisfied, always engaged in devotional service, and always surrendered unto the Supreme Lord with his body and mind—such a devotee is very dear to Kṛṣṇa. A devotee who never gives trouble to any living entity, either by his body or his mind, who is never affected by material distress and happiness, and who is never angry or pleased with anything material is very dear to the Supreme Lord. He who is never dependent on anyone in this world, who is completely surrendered to the Supreme Lord, who is purified, expert, neutral, free of pain, and aloof from any material endeavor which requires too much attention—such a devotee is also very dear to Lord Kṛṣṇa. A person who is never subjected to material happiness or hatred, lamentation or ambition, who is aloof from all materially auspicious and inauspicious activities, and who is fully devoted in Kṛṣṇa consciousness—such a devotee is very dear to Lord Kṛṣṇa. A devotee who treats equally a so-called enemy and a so-called friend in the material world, who is not disturbed by heat or cold, who is without any attachment, who is equally situated when respected or insulted, who is always grave, satisfied in any condition of life, without any fixed residence, and fixed in Kṛṣṇa consciousness—such a devotee is very dear to Lord Kṛṣṇa. Even if one is not situated in the transcendental position, still, if he approves the transcendental life described here, he also becomes very dear to Kṛṣṇa.
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.
When Lord Caitanya finished His instructions to Śrī Sanātana Gosvāmī, Sanātana, being empowered and enlightened, was so transcendentally pleased that he at once fell at the feet of Lord Caitanya and said, "I was born in a very low family, and I have always associated with lowly people; therefore I am the lowest of sinners. Yet You are so kind that You have taught me lessons which are not even understood by Lord Brahmā, the greatest being in this universe. By Your grace I have appreciated the conclusions which You have taught me, but I am so low that I cannot even touch a drop of the ocean of Your instructions. Thus if You want me, who am nothing but a lame man, to dance, then please give me Your benediction by placing Your feet on my head."