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Śrīmad-Bhāgavatam
[Canto 10, Ch. 8]
millennium in My original transcendental form.” (Bg. 4.6) Before Kṛṣṇa’s appearance, Droṇa and Dharā appear in order to become His father and mother. It is they who appear as Nanda Mahārāja and his wife, Yaśodā. In other words, it is not possible for a  sādhana-siddha  living being to become the father or mother of Kṛṣṇa, for Kṛṣṇa’s father and mother are already designated. But by following the principles exhibited by Nanda Mahārāja and Yaśodā and their associates, the inhabitants of Vṛndāvana, ordinary living beings may attain such affection as exhibited by Nanda and Yaśodā.
When Droṇa and Dharā were requested to beget children, they chose to come to this world to have the Supreme Personality of Godhead as their son, Kṛṣṇa. Kṛṣṇa’s appearance means  paritrāṇāya sādhūnām vināśāya ca duṣkṛtām —the devotees are protected, and the miscreants are vanquished. Whenever Kṛṣṇa comes, He distributes the highest goal of life, devotional service. He appears as Caitanya Mahāprabhu for the same purpose because unless one comes to devotional service, one cannot be delivered from the miseries of the material world ( duḥkhālayam aśāśvatam ), where the living beings struggle for existence. The Lord says in  Bhagavad-gītā  (15.7):
mamaivāṁśo jīva-loke jīva-bhūtaḥ sanātanaḥ manaḥ ṣaṣthānīndriyāṇi prakṛti-sthāni karṣati
“The living entities in this conditioned world are My eternal, fragmental parts. Because of conditioned life, they are struggling very hard with the six senses, which include the mind.” The living entities are struggling to become happy, but unless they take to the  bhakti  cult, their happiness is not possible. Kṛṣṇa clearly says:
aśraddadhānāḥ puruṣā dharmasyāsya parantapa aprāpya māṁ nivartante mṛtyu-saṁsāra-vartmani
“Those who are not faithful on the path of devotional service cannot attain Me, O conqueror of foes, but return to birth and death in this material world.” (Bg. 9.3)