Try to understand the philosophy of Bhāgavata. Then gradually, when you are accustomed to understand what is Kṛṣṇa, then go to the Tenth Canto, wherein Kṛṣṇa's rāsa dance is described. Without reading in the beginning what is Kṛṣṇa, if we all of a sudden jump over to understand the rāsa dance . . . that is a very natural tendency. No, we should not go like that. First of all, try to understand what is Kṛṣṇa.
To understand Kṛṣṇa is very difficult subject matter. But by the grace of Lord Caitanya we can understand little about Kṛṣṇa. And then gradually . . . of course, the ultimate goal is to enter into the pastimes of Lord Kṛṣṇa. But not by speculation or by material misconception. Gradually, samaih-samaih. Prādurbhāve bhavet kramaḥ (Brs. 1.4.16).
There is a chronological way, or gradual process. Ādau śraddhā. First of all, śraddhā, faith: "Oh, Kṛṣṇa consciousness is very good." This is faith. Ādau śraddhā tataḥ sādhu-saṅgaḥ (CC Madhya 23.14-15). Then, to increase that faith, we should mix with persons who are actually developing or cultivating Kṛṣṇa consciousness. That is called sādhu-saṅga (CC Madhya 22.83).