Srimad Bhagavatam Canto-02, Chapter-09, Text-07
nisamya tad-vaktr-didrksaya diso
vilokya tatranyad apasyamanah
svadhisnyam asthaya vimrsya tad-dhitam
tapasy upadista ivadadhe manah
Translation by His Divine Grace A. C. Bhaktivedanta Swami Srila Prabhupada:
When he heard the sound, he tried to find the speaker, searching on all sides. But when he was unable to find anyone besides himself, he thought it wise to sit down on his lotus seat firmly and give his attention to the execution of penance, as he was instructed.
Purport by His Divine Grace A. C. Bhaktivedanta Swami Srila Prabhupada:
To achieve success in life, one should follow the example of Lord Brahma, the first living creature in the beginning of creation. After being initiated by the Supreme Lord to execute tapasya, he was fixed in his determination to do it, and although he could not find anyone besides himself, he could rightly understand that the sound was transmitted by the Lord Himself. Brahma was the only living being at that time because there was no other creation and none could be found there except himself. In the beginning of the First Canto, in the First Chapter, first verse, of the Srimad-Bhagavatam, it has already been mentioned that Brahma was initiated by the Lord from within. The Lord is within every living entity as the Supersoul, and He initiated Brahma because Brahma was willing to receive the initiation. The Lord can similarly initiate everyone who is inclined to have it.
As already stated, Brahma is the original spiritual master for the universe, and since he was initiated by the Lord Himself, the message of Srimad-Bhagavatam is coming down by disciplic succession, and in order to receive the real message of Srimad-Bhagavatam one should approach the current link, or spiritual master, in the chain of disciplic succession. After being initiated by the proper spiritual master in that chain of succession, one should engage himself in the discharge of tapasya in the execution of devotional service. One should not, however, think himself on the level of Brahma to be initiated directly by the Lord from inside because in the present age no one can be accepted to be as pure as Brahma. The post of Brahma to officiate in the creation of the universe is offered to the most pure living being, and unless one is so qualified one cannot expect to be treated like Brahmaji directly. But one can have the same facility through unalloyed devotees of the Lord, through scriptural instructions (as revealed in the Bhagavad-gita and Srimad-Bhagavatam especially), and also through the bona fide spiritual master available to the sincere soul. The Lord Himself appears as the spiritual master to a person who is sincere in heart about serving the Lord. Therefore the bona fide spiritual master who happens to meet the sincere devotee should be accepted as the most confidential and beloved representative of the Lord. If a person is posted under the guidance of such a bona fide spiritual master, it may be accepted without any doubt that the desiring person has achieved the grace of the Lord.
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