(Click to enlarge painting of Krishna advising Arjuna on the Battlefield of Kurukshetra)
"This material world is composed of material elements, ingredients supplied by the mahat-tattva, the total material energy. The material world, created by this external energy, becomes the so-called home of the conditioned soul. Within this material world the conditioned soul accepts different apartments, or different bodily forms, and then travels about. Sometimes he travels in the higher planetary systems and sometimes in the lower systems. Sometimes he travels in higher species of life and sometimes in lower species. He has been wandering within this material universe since time immemorial. As explained by Śrī Caitanya Mahāprabhu:
brahmāṇḍa bhramite kona bhāgyavān jīva
guru-kṛṣṇa-prasāde pāya bhakti-latā-bīja
(CC Madhya 19.151)
The living entity wanders into many species of life, but he is fortunate when he once again meets his friend, either in person or through His representative.
Actually, it is Kṛṣṇa who personally advises all living entities to return home, back to Godhead. Sometimes Kṛṣṇa sends His representative, who, delivering Kṛṣṇa's very message, canvasses all living entities to return home, back to Godhead. Unfortunately the living entity is so greatly attached to material enjoyment that he does not take the instructions of Kṛṣṇa or His representative very seriously. This material tendency is mentioned in this verse as grāmya-matiḥ (sense gratification). The word mahīm means 'within this material world.' All living entities within this material world are sensually inclined. Consequently they become entangled in different types of bodies and suffer the pangs of material existence."
(Śrīmad-Bhāgavatam 4.28.55, Purport)