Trilok is “three worlds” but what is Go Lok
Lord Krishna's own abode in the eternal spiritual world above this material world is called goloka (go -- cow; loka -- world, planet), meaning literally "cow-world".
There are many cows there and Lord Krishna enjoys his eternal pastimes there as a cowherd with gopas (cowherds) and gopis (cowherd girls), among which the most prominent gopi is Sri Radha, Lord Krishna's the most beloved.
The position of goloka can be nicely seen from the Lord Brahma's prayers offered in glorification to Lord Krishna in the Brahma-samhita 5.43: http://www.vedabase.com/en/bs/5/43
"Lowest of all is located Devī-dhāma [mundane world], next above it is Maheśa-dhāma [abode of Maheśa]; above Maheśa-dhāma is placed Hari-dhāma [abode of Hari] and above them all is located Kṛṣṇa's own realm named Goloka. I adore the primeval Lord Govinda, who has allotted their respective authorities to the rulers of those graded realms."
The entire spiritual world called Vaikuntha, which is above this material world called the Devī-dhāma "mundane world", is eternal and it is made of spiritual nature, namely it is not material. The material world where we live will be destroyed because it's a temporary place of death and destruction. Goloka is the highest planet in the spiritual world, and is eternal place of liberation (moksha) and immortality, ie the state of existence without destruction, death and samsara (repeated births and deaths).
Lord Krishna's own abode Goloka is not a material planet!
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