Lord Śrī Kṛṣṇa is factually the spiritual master of the three worlds, and He is the original source of all Vedic knowledge. It is very difficult, however, to understand the personal feature of the Absolute Truth, even from the Vedas. His personal instructions are needed in order to understand the Personality of Godhead as the Supreme Absolute Truth. Bhagavad-gītā is the evidence of such transcendental knowledge in gist. One cannot know the Supreme Lord unless one is graced by the Lord Himself. Lord Kṛṣṇa exhibited this specific mercy towards Arjuna and Uddhava while He was in the material world.
Undoubtedly Bhagavad-gītā was spoken by the Lord on the Battlefield of Kurukṣetra just to encourage Arjuna to fight, and yet to complete the transcendental knowledge of Bhagavad-gītā, the Lord instructed Uddhava. The Lord wanted Uddhava to fulfill His mission and disseminate knowledge which He had not spoken even in Bhagavad-gītā. Persons who are attached to the words of the Vedas may also know from this verse that the Lord is the source of all Vedic knowledge. One who is unable to understand the Supreme Personality of Godhead by going through the pages of the Vedas may take shelter of one of the Lord's devotees, such as Uddhava, in order to advance further in knowledge of the Supreme Personality of Godhead. The Brahma-saṁhitā says that it is very difficult to understand the Supreme Personality of Godhead from the Vedas, but He is easily understood from a pure devotee like Uddhava. Taking mercy on the great sages who lived at Badarikāśrama, the Lord authorized Uddhava to speak on His behalf. Unless one has such authorization, one cannot understand or preach the devotional service of the Lord.
While present on this earth, the Lord executed many uncommon activities, even traveling in space to bring down the pārijāta from heaven and recovering the son of His teacher (Sāndīpani Muni) from the regions of death. Uddhava was certainly informed of the conditions of life on other planets, and all the sages were anxious to know of them, just as we are anxious to know about the planets in space. Uddhava was particularly deputed to carry a message to Badarikāśrama, not only to the sages of that place of pilgrimage but also to the Nara-Nārāyaṇa Deities. Such a message must have been more confidential than the knowledge described in the pages of the Vedas.
The Lord is undoubtedly the source of all knowledge, and the messages dispatched through Uddhava to Nara-Nārāyaṇa and other sages were also part of the Vedic knowledge, but they were more confidential and could be sent or understood only through such a pure devotee as Uddhava. Since such confidential knowledge was known only to the Lord and Uddhava, it is said that Uddhava was as good as the Lord Himself. Every living entity can, like Uddhava, also become a confidential messenger on the same level as the Lord, provided he becomes confidential himself by dint of loving devotional service. Such confidential knowledge is entrusted, as confirmed in Bhagavad-gītā only to pure devotees like Uddhava and Arjuna, and one has to learn the mystery through them, and not otherwise. One cannot understand Bhagavad-gītā or Śrīmad-Bhāgavatam without the help of such confidential devotees of the Lord. According to Śrīla Viśvanātha Cakravartī Ṭhākura, that confidential message must have concerned the mystery of His departure and the annihilation of His dynasty after the end of His appearance in the mundane world for one hundred years. Everyone must have been very anxious to know about the mystery of the annihilation of the Yadu dynasty, and that message must have been explained by the Lord to Uddhava and dispatched to Badarikāśrama for the information of Nara-Nārāyaṇa and other pure devotees of the Lord.