The Lord advised Arjuna to regulate the senses from the very beginning so that he could curb the greatest sinful enemy, lust, which destroys the urge for self-realization and specific knowledge of the self. Jñāna refers to knowledge of self as distinguished from non-self, or in other words, knowledge that the spirit soul is not the body. Vijñāna refers to specific knowledge of the spirit soul's constitutional position and his relationship to the Supreme Soul.
(Bhagavad--Gita--3:41---purport).

The knowledge of the self and Supreme Self is very confidential and mysterious, but such knowledge and specific realization can be understood if explained with their various aspects by the Lord Himself." Bhagavad-gītā gives us that general and specific knowledge of the self. The living entities are parts and parcels of the Lord, and therefore they are simply meant to serve the Lord. This consciousness is called Kṛṣṇa consciousness. So, from the very beginning of life one has to learn this Kṛṣṇa consciousness, and thereby one may become fully Kṛṣṇa conscious and act accordingly.
(Bhagavad--Gita--3:41---purport).

Perfect knowledge of self and Superself and of their relationship is compared herein to fire. This fire not only burns up all reactions to impious activities, but also all reactions to pious activities, turning them to ashes. There are many stages of reaction: reaction in the making, reaction fructifying, reaction already achieved, and reaction a priori. But knowledge of the constitutional position of the living entity burns everything to ashes. When one is in complete knowledge, all reactions, both a priori and a posteriori, are consumed. In the Vedas (Bṛhad-āraṇyaka Upaniṣad 4.4.22) it is stated, ubhe uhaivaiṣa ete taraty amṛtaḥ sādhv-asādhūnī: "One overcomes both the pious and impious reactions of work."
(Bhagavad--Gita--4:37---purport).

The great ocean of material nature is tossing with the waves of time, and the so-called living conditions are something like foaming bubbles, which appear before us as bodily self, wife, children, society, countrymen, etc. Due to a lack of knowledge of self, we become victimized by the force of ignorance and thus spoil the valuable energy of human life in a vain search after permanent living conditions, which are impossible in this material world.
(Srimad Bhagavatam--2:1:4---purport).

This yoga has two divisions of sacrificial actions: one is called sacrifice of one's material possessions, and the other is called knowledge of self, which is pure spiritual activity. If sacrifice of one's material possessions is not dovetailed for spiritual realization, then such sacrifice becomes material. But one who performs such sacrifices with a spiritual objective, or in devotional service, makes a perfect sacrifice. When we come to spiritual activities, we find that these are also divided into two: namely, understanding of one's own self (or one's constitutional position), and the truth regarding the Supreme Personality of Godhead. One who follows the path of Bhagavad-gītā as it is can very easily understand these two important divisions of spiritual knowledge. For him there is no difficulty in obtaining perfect knowledge of the self as part and parcel of the Lord.
(Bhagavad--Gita--4:42---purport).

Persons who are intelligent take serious notice of this last instruction of the Lord. Knowledge of the self is the first step in spiritual realization, which is called confidential knowledge, and a step further is God realization, which is called more confidential knowledge. The culmination of the knowledge of Bhagavad-gītā is God realization, and when one attains this stage of God realization, he naturally, voluntarily becomes a devotee of the Lord to render Him loving transcendental service.
(Srimad Bhagavatam--2:4:16---purport).