[Lord Kṛiṣhṇa]: This soul, which has come into the body as an incarnation (in each and every body there is an incarnation of the soul), he has come into this body as an avatār does, but [it is a] misfortune for that person who does not understand this. It is a misfortune for that person who does not understand that I am an incarnation. [A person ought to think], “I have come [in this body] to elevate this whole universe.” Being the elevator, He wants to make others get themselves elevated.

Do you understand?

No, for instance, I have come into this body. Actually, whoever has come into this body, he wants to make you understand that you are Parabhairava (Universal Shiva Consciousness), you are one with Bhairava. There is nothing less than Bhairava [existing] in you also–in anybody! In a feeble person also, he is also Parabhairava. He has come into this body to elevate the whole universe.
This you cannot understand very easily.
This is the cream of Shaivism!

~ Bhagavad Gita, In the Light of Kashmir Shaivism ~