The Supreme Personality of Godhead said: My dear Arjuna, because you are never envious of Me, I shall impart to you this most confidential knowledge and realization, knowing which you shall be relieved of the miseries of material existence.
(Bhagavad-Gita------9:1------translation).

One who is situated in the most confidential knowledge of Kṛṣṇa is naturally transcendental; he therefore has no material pangs, although he is in the material world. In the Bhakti-rasāmṛta-sindhu it is said that although one who has a sincere desire to render loving service to the Supreme Lord is situated in the conditional state of material existence, he is to be considered liberated. Similarly, we shall find in the Bhagavad-gītā, Tenth Chapter, that anyone who is engaged in that way is a liberated person.
(Bhagavad-Gita------9:1------purport).

Generally, people are not educated in this confidential knowledge; they are educated in external knowledge. As far as ordinary education is concerned, people are involved with so many departments: politics, sociology, physics, chemistry, mathematics, astronomy, engineering, etc. There are so many departments of knowledge all over the world and many huge universities, but there is, unfortunately, no university or educational institution where the science of the spirit soul is instructed. Yet the soul is the most important part of the body; without the presence of the soul, the body has no value. Still people are placing great stress on the bodily necessities of life, not caring for the vital soul.
(Bhagavad-Gita------9:2------purport).

In the very beginning, the Lord says that this body is perishable and that the soul is not perishable (antavanta ime dehā nityasyoktāḥ śarīriṇaḥ). That is a confidential part of knowledge: simply knowing that the spirit soul is different from this body and that its nature is immutable, indestructible and eternal. But that gives no positive information about the soul. Sometimes people are under the impression that the soul is different from the body and that when the body is finished, or one is liberated from the body, the soul remains in a void and becomes impersonal. But actually that is not the fact. How can the soul, which is so active within this body, be inactive after being liberated from the body? It is always active. If it is eternal, then it is eternally active, and its activities in the spiritual kingdom are the most confidential part of spiritual knowledge. These activities of the spirit soul are therefore indicated here as constituting the king of all knowledge, the most confidential part of all knowledge.
(Bhagavad-Gita------9:2------purport).

Actually the Bhagavad-gītā is finished in seventeen chapters. The Eighteenth Chapter is a supplementary summarization of the topics discussed before. In every chapter of Bhagavad-gītā, Lord Kṛṣṇa stresses that devotional service unto the Supreme Personality of Godhead is the ultimate goal of life. This same point is summarized in the Eighteenth Chapter as the most confidential path of knowledge.
(Bhagavad-Gita------18:1------purport).

The Lord has given Arjuna knowledge that is confidential (knowledge of Brahman) and still more confidential (knowledge of the Supersoul within everyone's heart), and now He is giving the most confidential part of knowledge: just surrender unto the Supreme Personality of Godhead. At the end of the Ninth Chapter He has said, man-manāḥ: "Just always think of Me." The same instruction is repeated here to stress the essence of the teachings of Bhagavad-gītā. This essence is not understood by a common man, but by one who is actually very dear to Kṛṣṇa, a pure devotee of Kṛṣṇa. This is the most important instruction in all Vedic literature. What Kṛṣṇa is saying in this connection is the most essential part of knowledge, and it should be carried out not only by Arjuna but by all living entities.
(Bhagavad-Gita------18:64------purport).

The most confidential part of knowledge is that one should become a pure devotee of Kṛṣṇa and always think of Him and act for Him. One should not become an official meditator. Life should be so molded that one will always have the chance to think of Kṛṣṇa. One should always act in such a way that all his daily activities are in connection with Kṛṣṇa. He should arrange his life in such a way that throughout the twenty-four hours he cannot but think of Kṛṣṇa. And the Lord's promise is that anyone who is in such pure Kṛṣṇa consciousness will certainly return to the abode of Kṛṣṇa, where he will be engaged in the association of Kṛṣṇa face to face. This most confidential part of knowledge is spoken to Arjuna because he is the dear friend of Kṛṣṇa. Everyone who follows the path of Arjuna can become a dear friend to Kṛṣṇa and obtain the same perfection as Arjuna.
(Bhagavad-Gita------18:65------purport).

One should be attracted by the beautiful vision of Kṛṣṇa. His name is Kṛṣṇa because He is all-attractive. One who becomes attracted by the beautiful, all-powerful, omnipotent vision of Kṛṣṇa is fortunate. There are different kinds of transcendentalists—some of them are attached to the impersonal Brahman vision, some of them are attracted by the Supersoul feature, etc., but one who is attracted to the personal feature of the Supreme Personality of Godhead, and, above all, one who is attracted by the Supreme Personality of Godhead as Kṛṣṇa Himself, is the most perfect transcendentalist. In other words, devotional service to Kṛṣṇa, in full consciousness, is the most confidential part of knowledge, and this is the essence of the whole Bhagavad-gītā. Karma-yogīs, empiric philosophers, mystics and devotees are all called transcendentalists, but one who is a pure devotee is the best of all. The particular words used here, mā śucaḥ, "Don't fear, don't hesitate, don't worry," are very significant. One may be perplexed as to how one can give up all kinds of religious forms and simply surrender unto Kṛṣṇa, but such worry is useless.
(Bhagavad-Gita------18:66------purport).

Nārada is the direct disciple of Kṛṣṇa and the spiritual master of Vyāsa. Therefore Vyāsa is as bona fide as Arjuna because he comes in the disciplic succession, and Sañjaya is the direct disciple of Vyāsa. Therefore by the grace of Vyāsa, Sañjaya's senses were purified, and he could see and hear Kṛṣṇa directly. One who directly hears Kṛṣṇa can understand this confidential knowledge. If one does not come to the disciplic succession, he cannot hear Kṛṣṇa; therefore his knowledge is always imperfect, at least as far as understanding Bhagavad-gītā is concerned.
(Bhagavad-Gita------18:75------purport).

From Bhagavad-gītā we can understand that to realize oneself by philosophical speculation and by meditation is one process, but to fully surrender unto Kṛṣṇa is the highest perfection. This is the essence of the teachings of Bhagavad-gītā. The path of regulative principles according to the orders of social life and according to the different courses of religion may be a confidential path of knowledge. But although the rituals of religion are confidential, meditation and cultivation of knowledge are still more confidential. And surrender unto Kṛṣṇa in devotional service in full Kṛṣṇa consciousness is the most confidential instruction.
(Bhagavad-Gita------18:78------purport).

By devotional service or by the most confidential knowledge, one can understand very easily how the different energies of the Lord are working. One part of energy is manifesting the material world; the other (superior) part of His energy is manifesting the spiritual world. And the via medium energy is manifesting the living entities who are serving either of the above-mentioned energies. The living entities serving material energy are struggling hard for existence and happiness, which is presented to them as illusion. But those in the spiritual energy are placed under the direct service of the Lord in eternal life, complete knowledge and perpetual bliss. The Lord desires, as He has directly said in the Bhagavad-gītā, that all conditioned souls, rotting in the kingdom of material energy, come back to Him by giving up all engagements in the material world. This is the most confidential part of knowledge. But this can be understood only by the pure devotees, and only such devotees enter the kingdom of God to see Him personally and serve Him personally.
(Srimad Bhagavatam-------1:5:31--------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 calledconfidential 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. This devotional service to the Lord is always based on love of God and is distinct from the nature of routine service as prescribed in karma-yoga, jñāna-yoga or dhyāna-yoga.
(Srimad Bhagavatam-------2:4:16--------purport).

Real transcendental knowledge descends in the disciplic succession from the Lord to Uddhava, from Uddhava to Vidura and so on. Such supreme transcendental knowledge is not possible to achieve by the process of imperfect speculation as performed by the so-called learned mundane wranglers. Vidura was anxious to know from Uddhava thatconfidential knowledge known as paramāṁ sthitim, in which the Lord is known by His transcendental pastimes. Although Vidura was older than Uddhava, he was anxious to become a servant of Uddhava in the transcendental relationship. This formula of transcendental disciplic succession is taught by Lord Caitanya also. Lord Caitanya advises that one receive transcendental knowledge from anyone—whether a brāhmaṇa or a śūdra, a householder or a sannyāsī—provided that person is factually conversant with the science of Kṛṣṇa. A person who knows the science of Kṛṣṇa is factually a bona fide spiritual master.
(Srimad Bhagavatam-------3:4:25--------purport).

The Lord is undoubtedly the source of all knowledge, and the messages dispatched through Uddhava to Nara-Nārāyaṇa and other sages were also part of the Vedic knowledge, but they were more confidential and could be sent or understood only through such a pure devotee as Uddhava. Since such confidential knowledge was known only to the Lord and Uddhava, it is said that Uddhava was as good as the Lord Himself. Every living entity can, like Uddhava, also become a confidential messenger on the same level as the Lord, provided he becomes confidential himself by dint of loving devotional service. Such confidential knowledge is entrusted, as confirmed in Bhagavad-gītā only to pure devotees like Uddhava and Arjuna, and one has to learn the mystery through them, and not otherwise.
(Srimad Bhagavatam-------3:4:32--------purport).

Spiritual knowledge is jñāna-vijñāna-samanvitam. When one is fully equipped with jñāna and vijñāna, he is perfect. Jñāna means that one understands the Supreme Personality of Godhead, Viṣṇu, to be the Supreme Being. Vijñāna refers to the activities that liberate one from the ignorance of material existence. As stated in Śrīmad-Bhāgavatam (2.9.31): jñānaṁ parama-guhyaṁ me yad vijñāna-samanvitam. Knowledge of the Supreme Lord is very confidential, and the supreme knowledge by which one understands Him furthers the liberation of all living entities. This knowledge is vijñāna. As confirmed in Bhagavad-gītā (4.9):
janma karma ca me divyam
evaṁ yo vetti tattvataḥ
tyaktvā dehaṁ punar janma
naiti mām eti so 'rjuna
"One who knows the transcendental nature of My appearance and activities does not, upon leaving the body, take his birth again in this material world, but attains My eternal abode, O Arjuna."
(Srimad Bhagavatam-------5:5:10-13--------purport).