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A human being is defeated in all his activities as long as he does not know the goal of life, which can be understood when one inquires about Brahman. It is such inquiry that begins the Vedānta-sūtra: athāto brahma jijñāsā.

A human being should be interested in knowing who he is, what the universe is, what God is, and the relationship between himself, God, and the material world. Cats and dogs cannot ask such questions, but they must arise in the heart of a real human being.

Knowledge of these four items—namely oneself, the universe, God, and their internal relationship—is called sambandha-jñāna, or the understanding of one’s relationship. When one establishes his relationship with the Supreme Lord, he acts in that relationship. This stage is called abhidheya, or activity in relationship with the Lord. After executing such prescribed duties, when one attains the highest goal of life, love of Godhead, he achieves prayojana-siddhi or the fulfillment of the mission in this human dress. CC Adi 7.146 Purport

Śrī Caitanya Mahāprabhu explained to Sanātana Gosvāmī that there are three purposes in the Vedas. One is to understand our relationship with Kṛṣṇa (sambandha), another is to act according to that relationship (abhidheya), and the third is to reach the ultimate goal (prayojana). The word prayojana means “necessities.” Śrī Caitanya Mahāprabhu explains the utmost necessity. premā pum-artho mahān: the most significant necessity for a human being is the achievement of love for the Supreme Personality of Godhead. SB 10.8.45 Purport

The conditioned soul is bewildered by the external, material energy, which fully engages him in sense gratification in various ways. Our engagement in material activities covers our original Kṛṣṇa consciousness.

However, as the supreme father of all living entities, Kṛṣṇa wants His sons to return home, back to Godhead; therefore,

  1. He comes to deliver Vedic literatures like the Bhagavad-gītā. 
  2. He engages His confidential servants who serve as spiritual masters and enlighten the conditioned living entities.
  3. Being present in everyone’s heart, the Lord gives the living entities the conscience to accept the Vedas and the spiritual master.

In this way, the living entity can understand his constitutional position and relationship with the Supreme Lord.

Kṛṣṇa confirms in the Bhagavad-gītā (15.15)vedaiś ca sarvair aham eva vedyaḥ. Through the study of Vedānta, one may become fully aware of his relationship with the Supreme Lord and act accordingly. In this way, one may ultimately attain the platform of loving service to the Lord.

It is in the living entity’s best interest to understand the Supreme Lord. Unfortunately, the living entities have forgotten that this is in their best interest, and therefore Śrīmad-Bhāgavatam says, na te viduḥ svārtha-gatiṁ hi viṣṇum (Bhāg. 7.5.31).

Everyone wants to achieve life’s ultimate goal, but we waste our time with sense gratification due to being absorbed in the material energy. Through the study of Vedic literatures — of which the essence is the Bhagavad-gītā — one comes to Kṛṣṇa consciousness.

Summary

Thus one engages in devotional service called abhidheya. When the living entity develops the love of Godhead, he has reached the ultimate goal, prayojana. In other words, one who becomes Kṛṣṇa conscious fully has attained the perfection of life. CC Madhya 20.125 Purport