So because we wanted to play the part of Kṛṣṇa, enjoyer, Kṛṣṇa is giving us chance that “You feel like Me.” - “I am king. I am Kṛṣṇa. I am God.” (laughter) All these rascals, those who are feeling like that, “I am master. I am king. I am Kṛṣṇa. I am God,” they are all simply in that feeling only. That's all.
And this feeling is created by Kṛṣṇa: “All right. You want to play the part of a king. I shall train you in such a way.” Just like director means, dramatic director means, he creates a feeling. His direction is nothing but how to feel.
Sometimes we played in our younger age Caitanya-līlā. I introduced. And one big director, Amrtalal Chosa, he was just like grandfather. He was one of the, just like in England Shakespeare and others, big, big dramatic, well-known persons.
This Amrtalal Chosa and Girish Chandra Chosa, they introduced in India theatric... So we called him to give us direction. He was giving us direction, and repeatedly he was telling that “You feel like that,” especially to me. “You feel like that.”
So actually, when we played according to his direction, the audience were all crying. And we could not understand how they cried. We could not understand. On the stage when we played, it was so perfect that all audience were crying. Actually we saw they were smearing over their eyes with... But the whole thing is artificial, but the effect to the audience became so nice.
So similarly, we are... Actually we have nothing to do with this material world, But we have been trained by the illusory energy in such a way that we are thinking, “I am Indian. I am American. I am this. I am that. I am brāhmaṇa. I am śūdra. I have to do this. I have got so much duty,” all these illusions, simply thinking. We have nothing to do with all this nonsense, but still, we are taking it very serious. “I have to do like that. I have to do like that. I am this. I am that.” That's all.
(Śrīmad-Bhāgavatam Lecture 2.9.1 - Tokyo, April 20, 1972)