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niḥśreyasāya me proktas
The word yogeśa here indicates that the Supreme Personality of Godhead awards the results of all yoga practices. Since all of the material and spiritual worlds emanate from the transcendental body of Kṛṣṇa, there is nothing to be achieved by any yoga process except Kṛṣṇa and His potencies. And since the Lord remains eternally the master of His potencies, no one can achieve anything through yoga, or any other spiritual or material process, except by the sanction of the Supreme Personality of Godhead. The word yoga means “linking up,” and unless we link ourselves with the Absolute Truth, we remain covered by the darkness of ignorance. Thus, Kṛṣṇa is the goal of yoga.
In the material world we falsely try to link ourselves with the objects of the senses. Man wants to link with woman and woman with man, or one tries to link up with nationalism, socialism, capitalism or innumerable other creations of the illusory energy of the Lord. Since we are linking ourselves to temporary objects the relationships are temporary, the results are temporary, and at the time of death we become bewildered when all of our connections are suddenly cut off by māyā. If we link ourselves to Kṛṣṇa, however, our relationship with Him will continue even after death. As explained in Bhagavad-gītā, the relationship with Kṛṣṇa that we develop in this life will continue to increase in our next life until we achieve the supreme goal of entering Kṛṣṇa’s planet. Those who sincerely serve the mission of Caitanya Mahāprabhu, following the transcendental lifestyle prescribed by the Lord, will enter the Lord’s abode at the end of this lifetime.
One can never achieve a permanent situation by mental speculation, and what to speak of by ordinary material sense gratification. By the methods of haṭha-yoga, karma-yoga, rāja-yoga, jñāna-yoga, etc., one does not actually awaken his propensity for rendering eternal loving service to the Personality of Godhead. Thus, one is bereft of the transcendental tastes of spiritual enjoyment. Sometimes the conditioned soul, disgusted by his failure to gratify his senses, bitterly decides to renounce the material world and merge into an impersonal, painless transcendence. But our actual happy situation is to render loving service at the lotus feet of the Personality of Godhead. All of the different yoga processes gradually lead one to love of Godhead, and it is Lord Kṛṣṇa’s aim to reestablish the conditioned souls in this happy position. Caitanya Mahāprabhu is making this perfection easily available through the chanting of the holy name of Kṛṣṇa, the supreme yoga process for this age.