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Śrīmad-Bhāgavatam
[Canto 1, Ch. 12]
Forest, and thus Indra, assisted by all other demigods, began fighting with Arjuna for his great challenge. They were defeated by Arjuna, and Indradeva returned to his heavenly kingdom. Arjuna also promised all protection to one Mayāsura, and the latter presented him one valuable conchshell celebrated as the  Devadatta . Similarly, he received many other valuable weapons from Indradeva when he was satisfied to see his chivalry.
When Mahārāja Yudhiṣṭhira was disappointed in defeating the King of Magadha, Jarāsandha, it was Arjuna only who gave King Yudhiṣṭhira all kinds of assurances, and thus Arjuna, Bhīma and Lord Kṛṣṇa started for Magadha to kill Jarāsandha. When he went out to bring all other kings of the world under the subjection of the Pāṇḍavas, as was usual after the coronation of every emperor, he conquered the country named Kelinda and brought in subjugation King Bhagdutt. Then he travelled through countries like Antagiri, Ulukpur, Modapur, etc., and brought under subjugation all the rulers.
Sometimes he underwent severe types of penances, and later on he was rewarded by Indradeva. Lord Śiva also wanted to try the strength of Arjuna, and in the form of an aborigine, Lord Śiva met him. There was a great fight between the two, and at last Lord Śiva was satisfied with him and disclosed his identity. Arjuna prayed to the lord in all humbleness, and the lord, being pleased with him, presented him the  paśupata  weapon. He acquired many other important weapons from different demigods. He received  daṇḍāstra  from Yamarāja,  paśāstra  from Varuṇa, and  antardhana-astra  from Kuvera, the treasurer of the heavenly kingdom. Indra wanted him to come to the heavenly kingdom, the Indraloka planet beyond the moon planet. In that planet he was cordially received by the local residents, and he was awarded reception in the heavenly parliament of Indradeva. Then he met Indradeva, who not only presented him with his Vajra weapon, but also taught him the military and musical science as used in the heavenly planet. In one sense, Indra is the real father of Arjuna, and therefore indirectly he wanted to entertain Arjuna with the famous society girl of heaven, Urvasī the celebrated beauty. The society girls of heaven are lusty, and Urvasī was very eager to contact Arjuna, the strongest human being, and she met him in his room and expressed her desires. But Arjuna sustained his unimpeachable character by closing his eyes before Urvasī and addressing her as mother of the Kuru dynasty and placing her in the category of his mothers Kuntī, Mādrī and Śacīdevī, wife of Indradeva. Disappointed, Urvasī cursed Arjuna and left. In the heavenly planet he also met the great celebrated ascetic Lomasa and prayed to him for the protection of Mahārāja Yudhiṣṭhira.