Prahlada Maharaja simply thought of Kṛṣṇa. Because of this, he had to undergo a great deal of trouble given by his father. Material nature will not give us freedom very easily. If we become strong enough to try to capture the lotus feet of Kṛṣṇa, maya will try to keep us under her clutches. However, if one gives up everything for Kṛṣṇa’s sake, maya can have no effect. The most excellent example of this is the gopis. They gave up everything-family, prestige and honor-just to follow Kṛṣṇa. That is the highest perfection, but that is not possible for ordinary living entities. We should, however, follow the Gosvamis in their determination to worship Kṛṣṇa.
Sanatana Gosvami was an important minister in the government of Hussain Shah, but he gave up everything to follow Sri Caitanya Mahaprabhu. He adopted the life of a mendicant and lived under a different tree every night. One may ask, “After giving up material enjoyment, how can one live?” The Gosvamis lived by dipping into the ocean of the transcendental loving affairs between Kṛṣṇa and the gopis. Since that was their asset, they could live very peacefully. We cannot simply give up everything. We will become mad if we try to give up everything without having staunch faith in Kṛṣṇa. Yet if we find Kṛṣṇa’s association, we can easily give up our opulent positions-our family, business and everything. However, that requires sadhu-sanga, association with a sadhu, a devotee. When we associate with a devotee, the day will eventually come when we can give up everything and become liberated persons, fit to return home, back to Godhead.
Source: A.C. Bhaktivedanta Swami Prabhupada (2007 edition), “Teachings of Lord Kapila, The Son of Devahuti”, Page 143