Lord Kṛṣṇa says that in course of time, this yoga system has been lost because the paramparā system became broken. Therefore Kṛṣṇa said to Arjuna that, "I am initiating you to begin that paramparā system again, because it is now, the link is broken. So I want to begin that system through you."
So the question is why Kṛṣṇa selected Arjuna to explain this paramparā system. There were many learned scholars five thousand years ago, many Vedāntists, many great sages. But Kṛṣṇa selected Arjuna, a military man, a gṛhastha, and dealing with ordinary things, fighting for his own interest. Why he was selected? That is also explained by Kṛṣṇa: bhakto 'si priyo 'si (BG 4.3).
This is the only reason. "Although you are not Vedāntist, you are not supposed to be a great scholar because you are a military man, you are gṛhastha, but still I have selected you, because you are My dear friend and bhakta." Without being bhakta, who can become Kṛṣṇa's dear friend? "So therefore, I am speaking to you this confidential." Rahasyaṁ hy etad uttamam. It is very mysterious. The first thing is that without becoming a devotee of Kṛṣṇa, bhakta, and dear friend . . .
Kṛṣṇa, we can establish our relationship with Kṛṣṇa in so many ways. There are five rasas. They are called śānta-rasa, dāsya-rasa, sakhya-rasa, vātsalya-rasa and mādhurya-rasa. Of course, in this material world also we find these five rasas in a perverted reflection. Originally, it is between Kṛṣṇa and His devotee. So Arjuna was related with Kṛṣṇa in sakhya-rasa—as friend, a devotee as a friend. Anyone can become related with Kṛṣṇa. We have got our eternal relationship with Kṛṣṇa because we are all parts and parcels of Kṛṣṇa.
Just like the father and the son is eternally related. A son may become rebellion to the father, but the relationship of father and son cannot be broken. Similarly, we are also related with Kṛṣṇa. Some way or other, that we have forgotten. That is our present position. That is called māyā. Māyā means when we forget our relationship with Kṛṣṇa and we establish so many false relationships. Now at the present moment I am thinking, "I am Indian," somebody is thinking, "I am American," somebody is thinking, "I am Hindu," somebody is thinking, "I am Muslim." These relationships are all false, māyā.
Therefore, Kṛṣṇa says at the end, sarva-dharmān parityajya mām ekaṁ śaraṇaṁ vraja (BG 18.66). That is real relationship. That is our real position. That is real mukti. And in Śrīmad-Bhāgavatam, it is stated—mukti is defined—what is that? Muktir hitvānyathā rūpaṁ svarūpena vyavasthitiḥ (SB 2.10.6). Mukti means give up your false designation. That is mukti. And Caitanya Mahāprabhu begins from this mukta stage. Lord Śrī Kṛṣṇa gave us information what is mukti. Mukti is sarva-dharmān parityajya mām ekaṁ śaraṇam. That is mukti. And Lord Caitanya, when he was instructing Sanatāna Gosvāmī, he began from this point: what is that real constitutional position of the living entity. And Caitanya Mahāprabhu, when He was asked by His disciple Sanatāna Gosvāmī that, "Actually what I am?" The exact Bengali verse, he says that grāmya-vyavahāre kahe paṇḍita.