The Supreme Lord said: 'Someone who, endowed with knowledge in accord with the scriptures, is of self-realization and does not lose himself in speculations [about what would be true knowledge], must, known with the fact that this universe is a complete illusion, for both the sake of Me and spiritual knowledge renounce his worldly concerns. For a person of spiritual knowledge I am the object of worship, the goal, the motive and final conclusion. Besides Me as his favorite, his light and final beatitude, he has no other purpose. They who have fully perfected their knowledge and wisdom know My lotus feet as most auspicious. For that reason the learned transcendentalist who by means of spiritual knowledge holds on to Me, is most dear to Me.
Performing austerities, visiting holy places, doing japa, giving charity or other pious activities cannot provide the perfection that is created by but a fraction of this spiritual knowledge. Therefore oh Uddhava, knowing your true self in association with this spiritual discrimination that you accomplished by intelligence and consciousness, be of your way [svarûpa] of serving Me with devotion. With the sacrifice of Vedic knowledge and wisdom the sages achieved the highest perfection by worshiping Me, the Lord of All Sacrifices who is the Supersoul inside of them.
The transformation of the three departments [of nature, the gunas] that surrounds you, constitutes an illusion that appears in the present [of the bewildering material energy] that is not there in the beginning nor in the end [of the universe]. In what sense can the being born and such of your material body, that at first did not exist, is not there afterwards, but only exists in between, have any relation to your essence, your true self, your soul?'
~ Srimad Bhagavatam Chapter 11.19