Prayers by the Personified Vedas
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comes to the understanding of the Supreme Lord or the Supreme Soul. When one develops his relationship with Him and executes devotional service, that stage of life is called Kṛṣṇa consciousness, the  ānandamaya  stage.  Ānandamaya  is the blissful life of knowledge and eternity. As it is said in the  Vedānta-sūtra ,  ānandamayo 'bhyāsāt . The Supreme Brahman and the subordinate Brahman, or the Supreme Personality of Godhead and the living entities, are both joyful by nature. As long as the living entities are situated in the lower four stages of life,  annamaya ,  prāṇamaya ,  manomaya  and  vijñānamaya , they are considered to be in the material condition of life, but as soon as one reaches the stage of  ānandamaya  he becomes a liberated soul. This  ānandamaya  stage is explained in the  Bhagavad-gītā  as the  brahma-bhūta  stage. There it is said that in the  brahma-bhūta  stage of life there is no anxiety and no hankering. This stage begins when one becomes equally disposed toward all living entities, and it then expands to the stage of Kṛṣṇa consciousness in which one always hankers to render service unto the Supreme Personality of Godhead. This hankering for advancement in devotional service is not the same as hankering for sense gratification in material existence. In other words, hankering remains in spiritual life, but it becomes purified. When our senses are purified, they become freed from all material stages, namely  annamaya ,  prāṇamaya ,  manomaya  and  vijñānamaya , and they become situated in the highest stage— ānandamaya , or blissful life in Kṛṣṇa consciousness. The Māyāvādī philosophers consider  ānandamaya  to be the state of being merged in the Supreme. To them,  ānandamaya  means that the Supersoul and the individual soul become one. But the real fact is that oneness does not mean merging into the Supreme and losing one's own individual existence. Merging in the spiritual existence is the living entity's realization of qualitative oneness with the Supreme Lord in His eternity and knowledge aspects. But the actual  ānandamaya  (blissful) stage is obtained when one is engaged in devotional service. That is confirmed in the  Bhagavad-gītā .  Mad-bhaktiṁ labhate parām:  the  brahma-bhūta   ānandamaya  stage is complete only when there is the exchange of love between the Supreme and the subordinate living entities. Unless one comes to this  ānandamaya  stage of life, his breathing is like the breathing of a bellows in a blacksmith's shop, his duration of life is like that of a tree, and he is no better than the lower animals like the camels, hogs and dogs.
Undoubtedly the eternal living entity cannot be annihilated at any point. But the lower species of life exist in a miserable condition, whereas one who is engaged in devotional service of the Supreme Lord is situated in the pleasurable or  ānandamaya  status of life. The different stages