"Kṛṣṇa should be known as the soul of all souls, for He is the soul of all individual souls and the soul of the localized Paramātmā as well. At Vṛndāvana He acted just like a human being to attract people to Him and show that He is not formless." (Śrīmad-Bhāgavatam 10.14.55)The Supreme Lord is as much an individual as other living beings, but He is different in that He is the Supreme and all other living beings are subordinate to Him. All other living beings can enjoy spiritual bliss, eternal life and full knowledge in His association.
Next Lord Caitanya quoted a verse from the Bhagavad-gītā (10.42) in which Kṛṣṇa, while telling Arjuna of His different opulences, indicates that He Himself enters this universe by one of His plenary portions, Garbhodakaśāyī Viṣṇu, and also enters into each universe as Kṣīrodakaśāyī Viṣṇu, and then expands Himself as the Supersoul in everyone's heart. Lord Caitanya then said that if anyone wants to understand the Supreme Absolute Truth in perfection, he must take to the process of devotional service in full Kṛṣṇa consciousness. Then it will be possible for him to understand the last word of the Absolute Truth.