Srimad-Bhagavatam: Canto 1 - Chapter 1 - Verse 2
सूत उवाचयं प्रव्रजन्तमनुपेतमपेतकृत्यंद्वैपायनो विरहकातर आजुहाव ।पुत्रेति तन्मयतया तरवोऽभिनेदु-स्तं सर्वभूतहृदयं मुनिमानतोऽस्मि ॥ २ ॥
sūta uvācayaṁ pravrajantam anupetam apeta-kṛtyaṁdvaipāyano viraha-kātara ājuhāvaputreti tan-mayatayā taravo ’bhinedustaṁ sarva-bhūta-hṛdayaṁ munim ānato ’smi
Śrīla Sūta Gosvāmī said: Let me offer my respectful obeisances unto that great sage [Śukadeva Gosvāmī] who can enter the hearts of all. When he went away to take up the renounced order of life [sannyāsa], leaving home without undergoing reformation by the sacred thread or the ceremonies observed by the higher castes, his father, Vyāsadeva, fearing separation from him, cried out, “O my son!” Indeed, only the trees, which were absorbed in the same feelings of separation, echoed in response to the begrieved father.
The institution of varṇa and āśrama prescribes many regulative duties to be observed by its followers. Such duties enjoin that a candidate willing to study the Vedas must approach a bona fide spiritual master and request acceptance as his disciple. The sacred thread is the sign of those who are competent to study the Vedas from the ācārya, or the bona fide spiritual master. Śrī Śukadeva Gosvāmī did not undergo such purificatory ceremonies because he was a liberated soul from his very birth. Generally, a man is born as an ordinary being, and by the purificatory processes he is born for the second time. When he sees a new light and seeks direction for spiritual progress, he approaches a spiritual master for instruction in the Vedas. The spiritual master accepts only the sincere inquirer as his disciple and gives him the sacred thread. In this way a man becomes twice-born, or a dvija. After qualifying as a dvija one may study the Vedas, and after becoming well versed in the Vedas one becomes a vipra. A vipra, or a qualified brāhmaṇa, thus realizes the Absolute and makes further progress in spiritual life until he reaches the Vaiṣṇava stage. The Vaiṣṇava stage is the postgraduate status of a brāhmaṇa. A progressive brāhmaṇa must necessarily become a Vaiṣṇava, for a Vaiṣṇava is a self-realized, learned brāhmaṇa. Śrīla Śukadeva Gosvāmī was a Vaiṣṇava from the beginning; therefore, there was no need for him to undergo all the processes of the varṇāśrama institution. Ultimately the aim of varṇāśrama-dharma is to turn a crude man into a pure devotee of the Lord, or a Vaiṣṇava. Anyone, therefore, who becomes a Vaiṣṇava accepted by the first-class Vaiṣṇava, or uttama-adhikārī Vaiṣṇava, is already considered a brāhmaṇa, regardless of his birth or past deeds. Śrī Caitanya Mahāprabhu accepted this principle and recognized Śrīla Haridāsa Ṭhākura as the ācārya of the holy name, although Ṭhākura Haridāsa appeared in a Mohammedan family. In conclusion, Śrīla Śukadeva Gosvāmī was born a Vaiṣṇava, and, therefore, brahminism was included in him. He did not have to undergo any ceremonies. Any lowborn person — be he a Kirāta, Hūṇa, Āndhra, Pulinda, Pulkaśa, Ābhīra, Śumbha, Yavana, Khasa or even lower — can be delivered to the highest transcendental position by the mercy of Vaiṣṇavas. Śrīla Śukadeva Gosvāmī was the spiritual master of Śrī Sūta Gosvāmī, who therefore offers his respectful obeisances unto Śrīla Śukadeva Gosvāmī before he begins his answers to the questions of the sages at Naimiṣāraṇya.