"I instructed this imperishable science of yoga to the sun-god, Vivasvān, and Vivasvān instructed it to Manu, the father of mankind, and Manu in turn instructed it to Ikṣvāku." (BG 4.1) This is the method of paramparā, or disciplic succession. Similarly, Śrīmad-Bhāgavatam explains that Kṛṣṇa imparted knowledge into the heart of Brahmā, the first created being within the universe. Brahmā imparted those lessons to his disciple Nārada, and Nārada imparted that knowledge to his disciple Vyāsadeva. Vyāsadeva imparted it to Madhvācārya, and from Madhvācārya the knowledge came down to Mādhavendra Purī and then to Īśvara Purī, and from him to Caitanya Mahāprabhu.
One may ask that if Caitanya Mahāprabhu is Kṛṣṇa Himself, then why did He need a spiritual master? Of course He did not need a spiritual master, but because He was playing the role of ācārya (one who teaches by example), He accepted a spiritual master. Even Kṛṣṇa Himself accepted a spiritual master, for that is the system. In this way the Lord sets the example for men. We should not think, however, that the Lord takes a spiritual master because He is in want of knowledge. He is simply stressing the importance of accepting the disciplic succession. The knowledge of that disciplic succession actually comes from the Lord Himself, and if the knowledge descends unbroken, it is perfect. Although we may not be in touch with the original personality who first imparted the knowledge, we may receive the same knowledge through this process of transmission. In Śrīmad-Bhāgavatam it is stated that Kṛṣṇa, the Absolute Truth, the Personality of Godhead, transmitted transcendental knowledge into the heart of Brahmā.