"By understanding the Lord's simultaneous oneness with and difference from His creation, one can immediately attain freedom from the threefold miseries—miseries inflicted by the body and mind, by other living entities and by acts of nature.
Śrīmad-Bhāgavatam begins with the surrender of the living entity unto the Absolute Person. This surrender is made with clear consciousness and awareness of the devotee's oneness with the Absolute, and, at the same time, of his eternal position of servitorship. In the material conception, one thinks himself to be the Lord of all he surveys; consequently he is always troubled by the threefold miseries of life. As soon as one comes to know his real position in transcendental service, he at once becomes freed from all these miseries. The position of servitor is wasted in the material conception of life. In an attempt to dominate material nature, the living entity is forced to offer his service to relative material energy. When this service is transferred to the Lord in pure consciousness of spiritual identity, the living entity at once becomes free from the encumbrances of material affection."
Teachings of Lord Caitanya, Why Study the Vedānta-sūtra?