Concerning man's search for the ultimate goal of life, Caitanya Mahāprabhu relates a story from the commentary of Madhva which occurs in the Fifth Canto of Śrīmad-Bhāgavatam (Madhva-bhāṣya) Sarvajña to a poor man who came to him to have his future told. When Sarvajña saw the horoscope of the man, he was at once astonished that the man was so poor, and he said to him, "Why are you so unhappy? From your horoscope I can see that you have a hidden treasure left to you by your father. However, the horoscope indicates that your father could not disclose this to you because he died in a foreign place, but now you can search out this treasure and be happy." This story is cited because the living entity is suffering due to his ignorance of the hidden treasure of his Supreme Father, Kṛṣṇa. That treasure is love of Godhead, and in every Vedic scripture the conditioned soul is advised to find it. As stated in Bhagavad-gītā, although the conditioned soul is the son of the wealthiest personality-the Personality of Godhead-he does not realize it. Therefore Vedic literatures are given to him to help him search out his father and his paternal property.
The astrologer Sarvajña further advised the poor man: "Don't dig on the southern side of your house to find the treasure, for if you do so you will be attacked by a poisonous wasp and will be baffled. The search should be conducted on the eastern side where there is actual light, which is called devotional service or Kṛṣṇa consciousness. On the southern side there are Vedic rituals, and on the western side there is mental speculation, and on the northern side there is meditational yoga."
Sarvajña's advice should be carefully noted by everyone. If one searches for the ultimate goal by the ritualistic process, he will surely be baffled. Such a process involves the performance of rituals under the guidance of a priest who takes money in exchange for service. A man may think he will be happy by performing such rituals, but actually if he does gain some result from them, it is only temporary. His material distresses will continue. Thus he will never become truly happy by following the ritualistic process. Instead, he will simply increase his material pangs more and more. The same may be said for digging on the northern side, or searching for the treasure by means of the meditational yoga process. By this process a person thinks of becoming one with the Supreme Lord, but this merging into the Supreme is like being swallowed by a large serpent. Sometimes a large serpent swallows a smaller one, and merging into the spiritual existence of the Supreme is analogous. While the small serpent is searching after perfection, he is swallowed. Obviously there is no solution here. On the western side there is also an impediment in the form of a yakṣa, an evil spirit who protects the treasure. The idea is that a hidden treasure can never be found by one who asks the favor of a yakṣa in order to attain it. The result is that one will simply be killed. This yakṣa is the speculative mind, and in this case the speculative process of self-realization, or the jñāna process, is also suicidal.
The only possibility then is to search for the hidden treasure on the eastern side by the process of devotional service in full Kṛṣṇa consciousness. Indeed, that process of devotional service is the perpetual hidden treasure, and when one attains to it, he becomes perpetually rich. One who is poor in devotional service to Kṛṣṇa is always in need of material gain. Sometimes he suffers the bites of poisonous creatures, and sometimes he is baffled; sometimes he follows the philosophy of monism and thereby loses his identity, and sometimes he is swallowed by a large serpent. It is only by abandoning all this and becoming fixed in Kṛṣṇa consciousness, devotional service to the Lord, that one can actually achieve the perfection of life. (From "The Teachings of Lord Caitanya", by A.C. Bhaktivedanta Swami Prabhupada)