Arjuna is an eternal associate of Krishna

"In answer to your second question, you should know that Arjuna and Kunti Devi are not in Krishna Loka. They are associated with Krishna eternally only in the material world. Exactly as always Krishna in the spiritual world and similarly he is always in the material world and pastimes also occur there. In the material world, Krishna also has eternal associates such as Arjuna and Kunti Devi. There is a difference between the body and soul of Arjuna and Kunti Devi. But while Arjuna is with Krishna in innumerable different material universes at the same time still exists only a spiritual soul who is Arjuna. This spiritual soul expands in many different bodies and so you can understand that there are also incarnations of devotees as well as incarnations of Krishna. This is the power of the spirit soul, which is unlimited. Such a concept can not be understood while one is still in the conditioned state. "
Saradiya Letter December 12, 1968 Vol 2 Pag.1...