Because you are part and parcel of the Supreme Lord, who is ānandamayo 'bhyāsāt (Vedānta-sūtra 1.1.12), who is by nature blissful, and you are part and parcel of that blissful Supreme Personality of Godhead; therefore your nature is also blissful. That is a fact. But you are seeking pleasure or blissfulness in a place where it is not possible. Tapo divyaṁ putrakā yena śuddhyet sattva (SB 5.5.1). And by purification of your existentional position, the result will be yasmād brahma-saukhyam.
Brahma means the greatest. Greatest. Bṛhatvād bṛhannatvād iti . . . Brahma means the greatest, and who comes in contact with Brahma, he also becomes greatest. That is called Brahma. So if you accept austerity in this life and don't behave like cats and dogs and hogs, simply for sex pleasure, then the result will be that your existence will be purified, by which you'll realize eternal happiness, anantam, which has no end—no beginning, no end. Actually it is so.
So this knowledge of brahma-saukhyam is . . . in so many ways they are instructed in Vedic literature. We have got volumes and volumes of Vedic literature. The first, we have got the four Vedas. Then we have got the Upaniṣads. Then we have got Vedānta-sūtra. Then we have got Mahābhārata, Rāmāyaṇa, then Śrīmad-Bhāgavatam, and so many. And one book, Śrīmad-Bhāgavatam, it contains eighteen thousand verses. Mahābhārata contains hundreds of thousand verses. There are eighteen Purāṇas and 108 Upaniṣads and Vedānta-sūtra—immense literature for understanding what is brahma-saukhyam.
So these literatures are meant for the human society, not for the cat society, dog society. The great sages of India, especially Vyāsadeva, he labored so hard and delivered so valuable literatures to us. There is opportunity. It was the duty of India to distribute this knowledge all over the world, this immense treasure of knowledge. Unfortunately . . . and as so far we have studied that persons who are great thinkers, they were expecting. They have still some respect for India's great treasure house of the spiritual knowledge. But unfortunately there is no arrangement for distributing this spiritual knowledge all over the world.
Anyway, we are just making our teeny effort for spreading Kṛṣṇa consciousness. What is this Kṛṣṇa consciousness? This Kṛṣṇa consciousness is nothing, is simply a drop in the ocean of these great literatures. Just like there is vast Atlantic Ocean in front of your country, and if you take one drop of Atlantic Ocean water and taste it, then you can understand at least what is the taste of this Atlantic Ocean. That is a fact. If you are intelligent enough, by tasting one drop of water of the Atlantic Ocean you can understand that the taste of the Atlantic Ocean is salty.
Similarly, this Bhagavad-gītā is the essence of all Vedic literature, just like milk is the essence of the blood. Blood . . . the milk is nothing, but it is cow's blood transformed. Just like mother's milk. The mother's milk, wherefrom it comes? It comes from the blood, but transformed in such a way that it becomes nutritious to the child, tasteful to the child. Similarly, cow's milk also, a most nutritious and valuable food. So it is compared that this Bhagavad-gītā is the milk of the cow of Vedic literature. And the milkman is Kṛṣṇa Himself. And the drinker of the milk is we are—Arjuna, through Arjuna. So these things are there.