SB 7.10.48

yūyaṁ nṛ-loke bata bhūri-bhāgā
 lokaṁ punānā munayo ’bhiyanti
yeṣāṁ gṛhān āvasatīti sākṣād
 gūḍhaṁ paraṁ brahma manuṣya-liṅgam
Word for word: 
yūyam — all of you (the Pāṇḍavas); nṛ-loke — within this material world; bata — however; bhūri-bhāgāḥ — extremely fortunate; lokam — all the planets; punānāḥ — who can purify; munayaḥ — great saintly persons; abhiyanti — almost always come to visit; yeṣām — of whom; gṛhān — the house; āvasati — resides in; iti — thus; sākṣāt — directly; gūḍham — very confidential; param brahma — the Supreme Personality of Godhead; manuṣya-liṅgam — appearing just like a human being.
Translation: 
Nārada Muni continued: My dear Mahārāja Yudhiṣṭhira, all of you [the Pāṇḍavas] are extremely fortunate, for the Supreme Personality of Godhead, Kṛṣṇa, lives in your palace just like a human being. Great saintly persons know this very well, and therefore they constantly visit this house.
Purport: 

After hearing about the activities of Prahlāda Mahārāja, a pure devotee should be very anxious to follow in his footsteps, but such a devotee might be disappointed, thinking that not every devotee can come to the standard of Prahlāda Mahārāja. This is the nature of a pure devotee; he always thinks himself to be the lowest, to be incompetent and unqualified. Thus after hearing the narration of Prahlāda Mahārāja’s activities, Mahārāja Yudhiṣṭhira, who was on the same standard of devotional service as Prahlāda, might have been thinking of his own humble position. Nārada Muni, however, could understand Mahārāja Yudhiṣṭhira’s mind, and therefore he immediately encouraged him by saying that the Pāṇḍavas were not less fortunate; they were as good as Prahlāda Mahārāja because although Lord Nṛsiṁhadeva appeared for Prahlāda, the Supreme Personality of Godhead in His original form as Kṛṣṇa was always living with the Pāṇḍavas. Although the Pāṇḍavas, because of the influence of Kṛṣṇa’s yoga-māyā, could not think of their fortunate position, every saintly person, including the great sage Nārada, could understand it, and therefore they constantly visited Mahārāja Yudhiṣṭhira.

Any pure devotee who is constantly conscious of Kṛṣṇa is naturally very fortunate. The word nṛ-loke, meaning “within the material world,” indicates that before the Pāṇḍavas there had been many, many devotees, such as the descendants of the Yadu dynasty and Vasiṣṭha, Marīci, Kaśyapa, Lord Brahmā and Lord Śiva, who were all extremely fortunate. The Pāṇḍavas, however, were better than all of them because Kṛṣṇa Himself lived with them constantly. Nārada Muni therefore specifically mentioned that within this material world (nṛ-loke) the Pāṇḍavas were the most fortunate.