Srimad-Bhagavatam: Canto 1 - Chapter 1 - Verse 3
उत्सृज्य सर्वत: सङ्गं विज्ञाताजितसंस्थिति: ।वैयासकेर्जहौ शिष्यो गङ्गायां स्वं कलेवरम् ॥ ३ ॥
utsṛjya sarvataḥ saṅgaṁvijñātājita-saṁsthitiḥvaiyāsaker jahau śiṣyogaṅgāyāṁ svaṁ kalevaram
Furthermore, after leaving all his associates, the King surrendered himself as a disciple to the son of Vyāsa [Śukadeva Gosvāmī], and thus he was able to understand the actual position of the Personality of Godhead, and at last gave up his material body on the bank of the Ganges.
The word ajita is significant here. The Personality of Godhead, Śrī Kṛṣṇa, is known as Ajita, or unconquerable, and He is so in every respect. No one can know His actual position. He is unconquerable by knowledge also. We have heard about His dhāma, or place, eternal Goloka Vṛndāvana, but there are many scholars who interpret this abode in different ways. But by the grace of a spiritual master like Śukadeva Gosvāmī, unto whom the King gave himself up as a most humble disciple, one is able to understand the actual position of the Lord, His eternal abode, and His transcendental paraphernalia in that dhāma, or abode. Knowing the transcendental position of the Lord and the transcendental method by which one can approach that transcendental dhāma, the King was confident about his ultimate destination, and by knowing this he could leave aside everything material, even his own body, without any difficulty of attachment. In the Bhagavad-gītā, it is stated, paraṁ dṛṣṭvā nivartate: one can give up all connection with material attachment when one is able to see the param, or the superior quality of things. From Bhagavad-gītā we understand the quality of the Lord’s energy that is superior to the material quality of energy, and by the grace of a bona fide spiritual master like Śukadeva Gosvāmī, it is quite possible to know everything of the superior energy of the Lord by which the Lord manifests His eternal name, quality, pastimes, paraphernalia and variegatedness. Unless one thoroughly understands this superior or eternal energy of the Lord, it is not possible to leave the material energy, however one may theoretically speculate on the true nature of the Absolute Truth. By the grace of Lord Kṛṣṇa, Mahārāja Parīkṣit was able to receive the mercy of such a personality as Śukadeva Gosvāmī, and thus he was able to know the actual position of the unconquerable Lord. It is very difficult to find the Lord from the Vedic literatures, but it is very easy to know Him by the mercy of a liberated devotee like Śukadeva Gosvāmī.