Yoga also means to connect. Connect to who or what? Connect to Krishna. We are fixating our mind on mundane things like money, material love, sensuality, etc. but these are not making us happy. In fact in the modern age our minds are very much filled with these things but depression and anxiety are bigger problems than ever. Krishna is the Eternal Reality Who is the unlimited source of REAL happiness. The culture of Krishna consciousness gives us the opportunity to always think of Krishna and become happy forever.
