In Bhagavad-gītā (2.11) Kṛṣṇa rebuked Arjuna by saying:
aśocyān anvaśocas tvaṁ
prajñā-vādāṁś ca bhāṣase
gatāsūn agatāsūṁś ca
nānuśocanti paṇḍitāḥ
"While speaking learned words, you are mourning for what is not worthy of grief. Those who are wise lament neither for the living nor the dead."
(Srimad Bhagavatam-----8:11:8------translation).

"While speaking learned words, you are mourning for what is not worthy of grief. Those who are wise lament neither for the living nor the dead." Thus as Kṛṣṇa challenged Arjuna by saying that he was not a paṇḍita, or a learned person, Bali Mahārāja also challenged King Indra and his associates. In this material world, everything happens under the influence of time. Consequently, for a learned person who sees how things are taking place, there is no question of being sorry or happy because of the waves of material nature. After all, since we are being carried away by these waves, what is the meaning of being jubilant or morose? One who is fully conversant with the laws of nature is never jubilant or morose because of nature's activities. In Bhagavad-gītā (2.14), Kṛṣṇa advises that one be tolerant: tāṁs titikṣasva bhārata. Following this advice of Kṛṣṇa's, one should not be morose or unhappy because of circumstantial changes. This is the symptom of a devotee.
(Srimad Bhagavatam-----8:11:8-----purport).

It was at the age of 14 or 15 that Mahāprabhu was married to Lakṣmīdevī, the daughter of Vallabhācārya, also of Nadia. He was at this age considered one of the best scholars of Nadia, the renowned seat of nyāya philosophy and Sanskrit learning. Not to speak of the smārta paṇḍitas, the Naiyāyikas were all afraid of confronting him in literary discussions. Being a married man, he went to Eastern Bengal on the banks of the Padma for acquirement of wealth. There he displayed his learning and obtained a good sum of money. It was at this time that he preached Vaiṣṇavism at intervals. After teaching him the principles of Vaiṣṇavism, he ordered Tapana Miśra to go to and live in Benares. During his residence in East Bengal, his wife Lakṣmīdevī left this world from the effects of snakebite. On returning home, he found his mother in a mourning state. He consoled her with a lecture on the uncertainty of human affairs. It was at his mother's request that he married Viṣṇupriyā, the daughter of Rāja Paṇḍita Sanātana Miśra. His comrades joined him on his return from pravāsa or sojourn. He was now so renowned that he was considered to be the best paṇḍita in Nadia. Keśava Miśra of Kashmir, who had called himself the Great Digvijayī, came to Nadia with a view to discuss with the paṇḍitas of that place. Afraid of the so-called conquering paṇḍita, the tola professors of Nadia left their town on pretence of Invitation. Keśava met Mahāprabhu at the Barokona-ghāṭā in Māyāpur, and after a very short discussion with him he was defeated by the boy, and mortification obliged him to decamp. Nimāi Paṇḍita was now the most important paṇḍita of his times.
(Teachings of Lord Caitanya).

Prabhupāda: Translation.
Pradyumna: Translation: "The Blessed Lord said: While speaking learned words, you are mourning for what is not worthy of grief. Those who are wise lament neither for the living nor the dead (B.G.2:11)."
Prabhupāda: "The Blessed Lord said: While speaking learned words, you are mourning for what is not worthy of grief. Those who are wise lament neither for the living or the dead." This Kṛṣṇa philosophy, Kṛṣṇa consciousness movement, is to teach people to understand what is the constitutional position of the living entity. Here it is said that one who is learned, he does not lament either for the living or for the dead body. (aside:) They should be removed from the front range. They should be removed, they should go backwards. (pause) The present civilization is based on the bodily concept of life: "I am this body." "I am Indian," "I am American," "I am Hindu," "I am Muslim," "I am black," "I am white," and so on. The whole civilization is going on on this bodily concept of life. Although there is advancement of learning, many universities and educational institutions, but nowhere this subject matter is discussed or taught, "What I am." Rather, they're still more misled by giving them education that "You are born in this land. You must feel for your nation, you must act for your nation," or the so-called nationality is taught. But nobody is taught actually what he is.
(Lecture on Bhagavad-Gita-----2:11-----purport).

The Supreme Personality of Godhead said: While speaking learned words, you are mourning for what is not worthy of grief. Those who are wise lament neither for the living nor for the dead.
(Bhagavad-Gita-----2:11-----translation).

It is said that the soul is invisible, inconceivable and immutable. Knowing this, you should not grieve for the body.
(Bhagavad-Gita-----2:25-----translation).

O descendant of Bharata, he who dwells in the body can never be slain. Therefore you need not grieve for any living being.
(Bhagavad-Gita-----2:30-----translation).

One who neither rejoices nor grieves, who neither laments nor desires, and who renounces both auspicious and inauspicious things—such a devotee is very dear to Me.
(Bhagavad-Gita-----12:17-----translation).

A devotee who is not dependent on the ordinary course of activities, who is pure, expert, without cares, free from all pains, and who does not strive for some result, is very dear to Me. One who grasps neither pleasure or grief who neither laments nor desires, and who renounces both auspicious and inauspicious things, is very dear to Me.
(Teachings of Lord Caitanya).

The eternal living entity transmigrates from one material body to another by the law of karma, and material bodies are perishable by their fundamental structures. Therefore there is nothing to be lamented in the case of the soul's being transferred into another body, or the material body's perishing at a certain stage. There are others also who believe in the merging of the spirit soul in the Supreme Spirit when it is uncovered by the material encagement, and there are others also who do not believe in the existence of spirit or soul, but believe in tangible matter. In our daily experience we find so many transformations of matter from one form to another, but we do not lament such changing features. In either of the above cases, the force of divine energy is uncheckable; no one has any hand in it, and thus there is no cause of grief.
(Srimad Bhagavatam-----1:13:44-----purport).

One is not able to feel the presence of the Lord in all circumstances until one is endowed with the required transcendental vision made possible by devotional service prescribed in the revealed scriptures. Arjuna had attained this stage long before on the Battlefield of Kurukṣetra, and when he apparently felt the absence of the Lord, he at once took shelter of the instructions of the Bhagavad-gītā, and thus again he was placed in his original position. This is the position of viśoka, or the stage of being freed from all grief and anxieties.
(Srimad Bhagavatam-----1:15:31-----purport).

In the material world the sense activities are not without grief, but here it is clearly said that the senses of the Lord and the devotees are without any grief. There is a distinct difference between the material and spiritual senses. And one should understand it without denying the spiritual senses because of a material conception.
(Srimad Bhagavatam-----2:7:47-----purport).

Once one is fixed in transcendental realization, all distress, lamentation, illusion, fear, and so on, are immediately eradicated. The soul is assailed by these miseries as long as he harbors the delusion that something exists outside of Kṛṣṇa. Therefore when one is situated in transcendence, one feels happiness even in this world. The mundane conception of life is a product of the three modes of material nature, which affect the mind and senses. But when one's vision is transformed through buddhi-yoga, one sees everything as having a direct link with Kṛṣṇa.
(Renunciation through Wisdom).

Caitanya Mahāprabhu and Nityānanda Prabhu drive away the five kinds of ignorance of the conditioned souls. In the Mahābhārata, Udyoga-parva, Forty-third Chapter, these five kinds of ignorance are described. They are (1) accepting the body to be the self, (2) making material sense gratification one's standard of enjoyment, (3) being anxious due to material identification, (4) lamenting and (5) thinking that there is anything beyond the Absolute Truth. The teachings of Lord Caitanya eradicate these five kinds of ignorance. Whatever one sees or otherwise experiences one should know to be simply an exhibition of the Supreme Personality of Godhead's energy. Everything is a manifestation of Kṛṣṇa.
(Sri Caitanya Caritamrta-----1:1:102-----purport).

When a devotee, lamenting for his past abominable activities, shows special symptoms on his body, his feeling is called ecstasy in devotional service in ghastliness. This is caused by the awakening of his Kṛṣṇa consciousness.
(Nectar of Devotion).

Self-realization leads to the understanding that everything is situated in the Supreme Lord. At that time there is no more illusion or lamentation, and everything is wonderfully harmonized. One sees the whole material universe as a manifestation of unity in diversity. On this platform everything is full of happiness, knowledge, and eternity. This is the platform of Brahman realization.
(Renunciation through Wisdom).

A learned man never laments over a subject which appears and disappears as a matter of course. The material body, which we get from the womb of our mother, becomes transformed after some time into ashes, earth, or stool, as the case may be. And the subtle mental body, which is also material and composed of false ego and intelligence, likewise vanishes when the soul is liberated. Therefore, those who are truly learned do not give much importance to this material body and mind, or to the happiness and distress that pertain only to the material body and mind.
(Message of Godhead).

Śrī Īśopaniṣad warns us of this faulty type of education, and the Bhagavad-gītā gives instructions as to the development of real knowledge. This mantra states that the instructions of vidyā (knowledge) must be acquired from a dhīra. A dhīra is one who is not disturbed by material illusion. No one can be undisturbed unless he is perfectly spiritually realized, at which time one neither hankers nor laments for anything. A dhīra realizes that the material body and mind he has acquired by chance through material association are but foreign elements; therefore he simply makes the best use of a bad bargain.
(Sri Isopanishad- 10-----purport).

Devotional service to the Supreme Personality of Godhead is explained in the Bhagavad-gītā, where the Lord says that a self-realized person is always in the transcendental state known as brahma-bhūta (S.B.4:30:20), which is characterized by joyfulness. When one is self-realized he becomes joyful. In other words, he is free from the material contamination of lamentation and hankering. As long as we are in material existence, we lament for the losses in our life and hanker for that which we do not have. A self-realized person is joyful because he is free from material lamentation and hankering.
(Narada Bhakti Sutra).

"For many, many births I have been suffering from the threefold miseries of this material existence, and I am now tired of it. I have been impelled only by my senses, and I was never satisfied. I therefore take shelter of Your lotus feet, which are the source of all peaceful life and which can eradicate all lamentation caused by material contamination. My dear Lord, You are the Supersoul of everyone, and You can understand everything. Now I am free from all contamination of material desire. I do not wish to enjoy this material world, nor do I wish to take advantage of merging into Your spiritual effulgence, nor do I wish to meditate upon Your localized aspect of Paramātmā, for I know that simply by taking shelter of You, I shall become completely peaceful and undisturbed."
(Krsna Book).