The Lord advised Arjuna to regulate the senses from the very beginning so that he could curb the greatest sinful enemy, lust, which destroys the urge for self-realization, and specifically, knowledge of the self. Jñānam refers to knowledge of self as distinguished from non-self, or, in other words, knowledge that the spirit soul is not the body. Vijñānam refers to specific knowledge of the spirit soul and knowledge of one's constitutional position and his relationship to the Supreme Soul. It is explained thus in the Śrīmad-Bhāgavatam: jñānaṁ parama-guhyaṁ me yad-vijñāna-samanvitam / sarahasyaṁ tad-aṅgaṁ ca gṛhāna gaditaṁ mayā: "The knowledge of the self and the Supreme Self is very confidential and mysterious, being veiled by māyā, but such knowledge and specific realization can be understood if it is explained by the Lord Himself." Bhagavad-gītā gives us that knowledge, specifically knowledge of the self. The living entities are parts and parcels of the Lord, and therefore they are simply meant to serve the Lord. This consciousness is called Kṛṣṇa consciousness. So, from the very beginning of life one has to learn this Kṛṣṇa consciousness, and thereby one may become fully Kṛṣṇa conscious and act accordingly.
Lust is only the perverted reflection of the love of God which is natural for every living entity. But if one is educated in Kṛṣṇa consciousness from the very beginning, that natural love of God cannot deteriorate into lust. When love of God deteriorates into lust, it is very difficult to return to the normal condition. Nonetheless, Kṛṣṇa consciousness is so powerful that even a late beginner can become a lover of God by following the regulative principles of devotional service. So, from any stage of life, or from the time of understanding its urgency, one can begin regulating the senses in Kṛṣṇa consciousness, devotional service of the Lord, and turn the lust into love of Godhead—the highest perfectional stage of human life.