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TEACHINGS OF QUEEN KUNTĪ
the pious King Yudhiṣṭhira. Lord Śrī Kṛṣṇa certainly wanted to establish the kingdom of the Pāṇḍavas for the good of all in the world. When there is a pious king ruling over the world, the people are happy. When the ruler is impious, the people are unhappy. In the age of Kali in most cases the rulers are impious, and therefore the citizens are also continuously unhappy. But in the case of democracy, the impious citizens themselves elect their representative to rule over them, and therefore they cannot blame anyone for their unhappiness. Mahārāja Nala was also celebrated as a great pious king, but he had no connection with Lord Kṛṣṇa. Therefore Mahārāja Yudhiṣṭhira is meant here to be glorified by Lord Kṛṣṇa, who had also glorified King Yadu by taking birth in his family. He is known as Yādava, Yaduvīra, Yadunandana, etc., although the Lord is always independent of such obligations. He is just like the sandalwood that grows in the Malaya Hills. Trees can grow anywhere and everywhere, yet because the sandalwood trees grow mostly in the area of the Malaya Hills, the name sandalwood and the Malaya Hills are interrelated. Therefore, the conclusion is that the Lord is ever unborn like the sun, and yet He appears as the sun rises on the eastern horizon. As the sun is never the sun of the eastern horizon, so the Lord is no one's son, but is the father of everything that be.
In the  Bhagavad-gītā  (4.6) the Lord says:
ajo 'pi sann avyayātmā  
 bhūtānām īśvaro 'pi san  
 prakṛtiṁ svām adhiṣṭhāya  
 sambhavāmy ātma-māyayā
“Although I am unborn and My transcendental body never deteriorates, and although I am the Lord of all sentient beings, I still appear in every millennium in My original, transcendental form.”
Kṛṣṇa is unborn, and we are also unborn, but the difference is that unlike the Lord we have been entangled in a material body. Therefore we cannot keep our position as unborn, but have to take birth and transmigrate from one body to another, with no guarantee of what kind of body we shall receive next. Even in this life, we are obliged to accept one body after another. A child gives up his childhood body and accepts the body of a boy, and the boy gives up his boyhood body to accept a youthful body, which he then gives up for an old body. Therefore it is natural to conclude that when one gives up one's old body, one will have to accept another body; again one will accept the body of a child.