Greatest of the fortunates
SB Canto 1
Because Mahārāja Parīkṣit took his birth in the family of Mahārāja Yudhiṣṭhira, he is addressed herein as the mahā-bhāgavata, or the greatest of the fortunates.
SB 1.12.17, Purport: The Lord gives protection to all living beings because He is their supreme leader. The Vedic hymns confirm that the Lord is the Supreme Person amongst all personalities. The difference between the two living beings is that the one, the Personality of Godhead, provides for all other living beings, and by knowing Him one can achieve eternal peace (Kaṭha Upaniṣad). Such protection is given by His different potencies to different grades of living beings. But as far as His unalloyed devotees are concerned, He gives the protection personally. Therefore, Mahārāja Parīkṣit is protected from the very beginning of his appearance in the womb of his mother. And because he is especially given protection by the Lord, the indication must be concluded that the child would be a first-grade devotee of the Lord with all good qualities. There are three grades of devotees, namely the mahā-bhāgavata, madhyam-adhikārī and the kaniṣṭha-adhikārī. Those who go to the temples of the Lord and offer worshipful respect to the Deity without sufficient knowledge in the theological science and therefore without any respect for the devotees of the Lord are called materialistic devotees, or kaniṣṭha-adhikārī, the third-grade devotees. Secondly, the devotees who have developed a mentality of genuine service to the Lord and who thus make friendships only with similar devotees, show favor to the neophytes and avoid the atheists are called the second-grade devotees. But those who see everything in the Lord or everything of the Lord and also see in everything an eternal relation of the Lord, so that there is nothing within their purview of sight except the Lord, are called the mahā-bhāgavatas, or the first-grade devotees of the Lord. Such first-grade devotees of the Lord are perfect in all respects. A devotee who may be in any of these categories is automatically qualified by all good qualities, and thus a mahā-bhāgavata devotee like Mahārāja Parīkṣit is certainly perfect in all respects. And because Mahārāja Parīkṣit took his birth in the family of Mahārāja Yudhiṣṭhira, he is addressed herein as the mahā-bhāgavata, or the greatest of the fortunates. The family in which a mahā-bhāgavata takes his birth is fortunate because due to the birth of a first-grade devotee the members of the family, past, present and future up to one hundred generations, become liberated by the grace of the Lord, out of respect for His beloved devotee. Therefore, the highest benefit is done to one's family simply by becoming an unalloyed devotee of the Lord.