Even the great sages have no information that beyond the material sky is the spiritual sky where Sri Krsna eternally resides with His associates, although at the same time He exhibits His pastimes in the mortal world in all the universes one after another
SB Canto 3
Vidura also heard from Uddhava about the appearance and disappearance of Lord Kṛṣṇa, the Supersoul, in the mortal world, which is a subject matter sought after with great perseverance by the great sages.
The subject matter of the appearance and disappearance of the Supersoul, Lord Śrī Kṛṣṇa, is a mystery even for the great sages. The word paramātmanaḥ is significant in this verse. An ordinary living being is generally called the ātmā, but Lord Kṛṣṇa is never an ordinary living being because He is paramātmā, the Supersoul. Yet His appearance as one of the human beings and His disappearance again from the mortal world are subject matters for the research workers who execute research work with great perseverance. Such subject matters are certainly of increasing interest because the researchers have to search out the transcendental abode of the Lord, which He enters after finishing His pastimes in the mortal world. But even the great sages have no information that beyond the material sky is the spiritual sky where Śrī Kṛṣṇa eternally resides with His associates, although at the same time He exhibits His pastimes in the mortal world in all the universes one after another. This fact is confirmed in Brahma-saṁhitā (5.37): goloka eva nivasaty akhilātma-bhūtaḥ. "The Lord, by His inconceivable potency, resides in His eternal abode, Goloka, yet at the same time, as the Supersoul, He is present everywhere—in both the spiritual and material skies—by His multivarieties of manifestation." Therefore His appearance and disappearance are simultaneously going on, and no one can say definitely which of them is the beginning and which is the end. His eternal pastimes have no beginning or end, and one has to learn of them from the pure devotee only and not waste valuable time in so-called research work.