Srimad-Bhagavatam: Canto 6 - Chapter 1 - Verse 2
प्रवृत्तिलक्षणश्चैव त्रैगुण्यविषयो मुने ।योऽसावलीनप्रकृतेर्गुणसर्ग: पुन: पुन: ॥ २ ॥
pravṛtti-lakṣaṇaś caivatraiguṇya-viṣayo muneyo ’sāv alīna-prakṛterguṇa-sargaḥ punaḥ punaḥ
O great sage Śukadeva Gosvāmī, unless the living entity is freed from the infection of the material modes of nature, he receives different types of bodies in which to enjoy or suffer, and according to the body, he is understood to have various inclinations. By following these inclinations he traverses the path called pravṛtti-mārga, by which one may be elevated to the heavenly planets, as you have already described [in the Third Canto].
As Lord Kṛṣṇa explains in Bhagavad-gītā (9.25): “Those who worship the demigods will take birth among the demigods; those who worship ghosts and spirits will take birth among such beings; those who worship ancestors go to the ancestors; and those who worship Me will live with Me.” Because of the influence of the various modes of nature, the living entities have various tendencies or propensities, and therefore they are qualified to achieve various destinations. As long as one is materially attached, he wants to be elevated to the heavenly planets because of his attraction to the material world. The Supreme Personality of Godhead declares, however, “Those who worship Me come to Me.” If one has no information about the Supreme Lord and His abode, one tries to be elevated only to a higher material position, but when one concludes that in this material world there is nothing but repeated birth and death, he tries to return home, back to Godhead. If one attains that destination, he need never return to this material world (yad gatvā na nivartante tad dhāma paramaṁ mama). As Śrī Caitanya Mahāprabhu says in Caitanya-caritāmṛta (Madhya 19.151): “According to their karma, all living entities are wandering throughout the entire universe. Some of them are being elevated to the upper planetary systems, and some are going down into the lower planetary systems. Out of many millions of wandering living entities, one who is very fortunate gets an opportunity to associate with a bona fide spiritual master by the grace of Kṛṣṇa. By the mercy of both Kṛṣṇa and the spiritual master, such a person receives the seed of the creeper of devotional service.” All living entities are rotating throughout the universe, going sometimes up to the higher planetary systems and sometimes down to the lower planets. This is the material disease, which is known as pravṛtti-mārga. When one becomes intelligent he takes to nivṛtti-mārga, the path of liberation, and thus instead of rotating within this material world, he returns home, back to Godhead. This is necessary.