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Krṣṇa, the Supreme Personality of Godhead
the two great warriors Bhīma and Arjuna, and although, above all, the Pāṇḍavas were all intimate friends and relatives of Lord Krṣṇa, they still had to undergo such tribulations. Later on, however, it was proved that this was planned by the Supreme Personality of Godhead Krṣṇa as part of His great mission to annihilate the miscreants and protect the devotees.
Another question may be raised: Since a devotee is put into different kinds of happy and distressful conditions by the arrangement of the Personality of Godhead, and a common man is put into such conditions as a result of his past deeds, then what is the difference? How is the devotee any better than the ordinary  karmī ? The answer is that the  karmīs  and the devotees are not on the same level. In whatever condition of life the  karmī  may be, he continues in the cycle of birth and death because the seed of  karma , or fruitive activity, is there, and it fructifies whenever there is opportunity. By the law of  karma  a common man is perpetually entangled in repeated birth and death, whereas a devotee's distress and happiness, not being under the laws of  karma , are part of a temporary arrangement by the Supreme Lord which does not entangle the devotee. Such an arrangement is made by the Lord only to serve a temporary purpose. If a  karmī  performs auspicious acts, he is elevated to the heavenly planets, and if he acts impiously, he is put into a hellish condition of life. But whether a devotee acts in a so-called pious or in an impious manner, he is neither elevated nor degraded, but is transferred to the spiritual kingdom. Therefore a devotee's happiness and distress and a  karmī 's happiness and distress are not on the same level. This fact is corroborated by a speech by Yamarāja to his servants in connection with the liberation of Ajāmila. Yamarāja advised his followers that persons who have never uttered the holy name of the Lord nor remembered the form, quality and pastimes of the Lord should be approached by his watchguards. Yamarāja also advised his servants never to approach the devotees. On the contrary, he instructed his messengers that if they meet a devotee they should offer their respectful obeisances. So there is no question of a devotee's being promoted or degraded within this material world. As there is a gulf of difference between the punishment awarded by the mother and the punishment awarded by an enemy, so a devotee's distressed condition is not the same as the distressed condition of a common  karmī .
Here another question may be raised. If God is all-powerful, why should He try to reform His devotee by putting him into distress? The answer is that when the Supreme Personality of Godhead puts His devotee into a condition of distress, it is not without purpose. Sometimes the purpose is that in distress a devotee's feelings of attachment to Krṣṇa are magnified.