The Lord visited many important places on the way to Purī. He visited the temple of Gopīnāthajī, who had stolen condensed milk for His devotee Śrīla Mādhavendra Purī. Since then Deity Gopīnāthajī is well known as Kṣīra-corā-gopīnātha. The Lord relished this story with great pleasure. The propensity of stealing is there even in the absolute consciousness, but because this propensity is exhibited by the Absolute, it loses its perverted nature and thus becomes worshipable even by Lord Caitanya on the basis of the absolute consideration that the Lord and His stealing propensity are one and identical. This interesting story of Gopīnāthajī is vividly explained in the Caitanya-caritāmṛta by Kṛṣṇadāsa Kavirāja Gosvāmī.
(Srimad Bhagavatam-----introduction).

This important instruction by Lord Kṛṣṇa to the gopīs can be utilized by all devotees engaged in Kṛṣṇa consciousness. The whole philosophy is considered on the basis of inconceivable, simultaneous oneness and difference. In the Bhagavad-gītā the Lord says that He is present everywhere in His impersonal feature. Everything exists in Him, but still He is not personally present everywhere. The cosmic manifestation is nothing but a display of Kṛṣṇa’s energy, and because the energy is not different from the energetic, nothing is different from Kṛṣṇa. When this absolute consciousness, Kṛṣṇa consciousness, is absent, we are separated from Kṛṣṇa; but, fortunately, if this Kṛṣṇa consciousness is present, then we are not separated from Kṛṣṇa. The process of devotional service is the revival of Kṛṣṇa consciousness, and if the devotee is fortunate enough to understand that the material energy is not separate from Kṛṣṇa, then he can utilize the material energy and its products in the service of the Lord. But in the absence of Kṛṣṇa consciousness, the forgetful living entity, although part and parcel of Kṛṣṇa, falsely puts himself in the position of enjoyer of the material world and, being thus implicated in material entanglement, is forced by the material energy to continue his material existence. This is confirmed in the Bhagavad-gītā. Although a living entity is forced to act by the material energy, he falsely thinks that he is the all-in-all and the supreme enjoyer.
(Krsna Book).