When the Pāṇḍavas were banished from the kingdom by the intrigues of Duryodhana, Kuntī followed her sons, and she equally faced all sorts of difficulties during those days. During the forest life one demon girl, Hiḍimbā, wanted Bhīma as her husband. Bhīma refused, but when the girl approached Kuntī and Yudhiṣṭhira, they ordered Bhīma to accept her proposal and give her a son. As a result of this combination, Ghaṭotkaca was born, and he fought very valiantly with his father against the Kauravas. In their forest life they lived with a brāhmaṇa family that was in trouble because of one Bakāsura demon, and Kuntī ordered Bhīma to kill the Bakāsura to protect the brāhmaṇa family against troubles created by the demon. She advised Yudhiṣṭhira to start for the Pāñcāladeśa. Draupadī was gained in this Pāñcāladeśa by Arjuna, but by order of Kuntī all five of the Pāṇḍava brothers became equally the husbands of Pāñcālī, or Draupadī. She was married with five Pāṇḍavas in the presence of Vyāsadeva.
(SRIMAD BHAGAVATAM------1:13:3-4------PURPORT).

Draupadī: The most chaste daughter of Mahārāja Drupada and partly an incarnation of goddess Śacī, the wife of Indra. Mahārāja Drupada performed a great sacrifice under the superintendence of the sage Yaja. By his first offering, Dhṛṣṭadyumna was born, and by the second offering, Draupadī was born. She is therefore the sister of Dhṛṣṭadyumna, and she is also named Pāñcālī. The five Pāṇḍavas married her as a common wife, and each of them begot a son in her. Mahārāja Yudhiṣṭhira begot a son named Pratibhit, Bhīmasena begot a son named Sutasoma, Arjuna begot Śrutakīrti, Nakula begot Śatānīka, and Sahadeva begot Śrutakarmā. She is described as a most beautiful lady, equal to her mother-in-law, Kuntī. During her birth there was an aeromessage that she should be called Kṛṣṇā. The same message also declared that she was born to kill many a kṣatriya. By dint of her blessings from Śaṅkara, she was awarded five husbands, equally qualified. When she preferred to select her own husband, princes and kings were invited from all the countries of the world. She was married with the Pāṇḍavas during their exile in the forest, but when they went back home Mahārāja Drupada gave them immense wealth as a dowry. She was well received by all the daughters-in-law of Dhṛtarāṣṭra. When she was lost in a gambling game, she was forcibly dragged into the assembly hall, and an attempt was made by Duḥśāsana to see her naked beauty, even though there were elderly persons like Bhīṣma and Droṇa present. She was a great devotee of Lord Kṛṣṇa, and by her praying, the Lord Himself became an unlimited garment to save her from the insult. A demon of the name Jaṭāsura kidnapped her, but her second husband, Bhīmasena, killed the demon and saved her. She saved the Pāṇḍavas from the curse of Maharṣi Durvāsā by the grace of Lord Kṛṣṇa. When the Pāṇḍavas lived incognito in the palace of Virāṭa, Kīcaka was attracted by her exquisite beauty, and by arrangement with Bhīma the devil was killed and she was saved. She was very much aggrieved when her five sons were killed by Aśvatthāmā. At the last stage, she accompanied her husband Yudhiṣṭhira and others and fell on the way. The cause of her falling was explained by Yudhiṣṭhira, but when Yudhiṣṭhira entered the heavenly planet he saw Draupadī gloriously present there as the goddess of fortune in the heavenly planet.
(SRIMAD BHAGAVATAM------1:13:3-4------PURPORT).

Lord Kṛṣṇa is everything to the unalloyed devotees like the Pāṇḍavas. The Lord was for them the Supreme Lord, the spiritual master, the worshipable Deity, the guide, the chariot driver, the friend, the servant, the messenger and everything they could conceive of. And thus the Lord also reciprocated the feelings of the Pāṇḍavas. Mahārāja Parīkṣit, as a pure devotee of the Lord, could appreciate the Lord's transcendental reciprocation of the feelings of His devotees, and thus he himself also was overwhelmed with the dealings of the Lord. Simply by appreciating the dealings of the Lord with His pure devotees, one can attain salvation. The Lord's dealings with His devotees appear to be ordinary human dealings, but one who knows them in truth becomes at once eligible to go back home, back to Godhead. The Pāṇḍavas were so malleable to the will of the Lord that they could sacrifice any amount of energy for the service of the Lord, and by such unalloyed determination they could secure the Lord's mercy in any shape they desired.
(SRIMAD BHAGAVATAM------1:16:16------PURPORT).

The personality of religion said: These words just spoken by you befit a person of the Pāṇḍava dynasty. Captivated by the devotional qualities of the Pāṇḍavas, even Lord Kṛṣṇa, the Personality of Godhead, performed duties as a messenger.
The assurances and challenges made by Mahārāja Parīkṣit are never exaggerations of his real power. The Mahārāja said that even the denizens of heaven could not escape his stringent government if they were violators of religious principles. He was not falsely proud, for a devotee of the Lord is equally as powerful as the Lord or sometimes more powerful by His grace, and any promise made by a devotee, though it may be ordinarily very difficult to fulfill, is properly executed by the grace of the Lord. The Pāṇḍavas, by their unalloyed devotional service and full surrender unto the Lord, made it possible for the Lord to become a chariot driver or sometimes their letter messenger. Such duties executed by the Lord for His devotee are always very pleasing to the Lord because the Lord wants to render service to His unalloyed devotee, whose life has no other engagement than to serve the Lord with full love and devotion. Mahārāja Parīkṣit, grandson of Arjuna, the celebrated friendly servitor of the Lord, was a pure devotee of the Lord like his grandfather, and therefore the Lord was always with him, even from the time when he was helplessly lying in the womb of his mother and was attacked by the blazing brahmāstra weapon of Aśvatthāmā. A devotee is always under the protection of the Lord, and therefore the assurance of protection by Mahārāja Parīkṣit could never be without meaning. The personality of religion accepted this fact and thus thanked the King for his being true to his exalted position.

(SRIMAD BHAGAVATAM------1:17:17------TRANSLATION AND PURPORT).

The Kuru dynasty may be considered more glorious due to the presence of devotees like the five Pāṇḍavas, who rendered unalloyed devotional service. Although Lord Kṛṣṇa did not appear in the Kuru dynasty. He was so obligated to the Pāṇḍavas' devotional service that He acted as a maintainer of the family and spiritual master of the Pāṇḍavas. Although He took birth in the Yadu dynasty, Lord Kṛṣṇa was more affectionate to the Pāṇḍavas. By His actions, Lord Kṛṣṇa proved that He was more inclined to the Kuru dynasty than the Yadu dynasty. Indeed, Lord Kṛṣṇa, indebted to the Pāṇḍavas' devotional service, sometimes acted as their messenger, and He guided them through many dangerous situations. Therefore Mahārāja Parīkṣit should not have been saddened because Lord Kṛṣṇa did not appear in his family. The Supreme Personality of Godhead is always inclined toward His pure devotees, and by His action it is clear that liberation is not very important for the devotees. Lord Kṛṣṇa easily gives one liberation, but He does not so easily give one the facility to become a devotee. Muktiṁ dadāti karhicit sma na bhakti-yogam. Directly or indirectly, it is proved that bhakti-yoga is the basis for the supreme relationship with the Supreme Lord. It is far superior to liberation. For a pure devotee of the Lord, mukti is automatically attained.

(SRIMAD BHAGAVATAM------5:6:18------PURPORT).