We are all part and parcel of the supreme whole, but not surrendering unto Him, misusing our independence, we are giving pain to the Supreme. Therefore He comes that, "You surrender. Don't give Me pain. You just abide by My order. That will give Me pleasure. You will be happy." That state of consciousness, to abide by the order of Kṛṣṇa, is Kṛṣṇa consciousness. That's all.
So Kṛṣṇa comes personally to canvass that "This is not your proper order of life. You are misusing your independence for sense gratification and wandering through various types of transmigration of bodies—sometimes human body, sometimes dog's body, sometimes cat's body, sometimes demigod's body, sometimes rich body, sometimes poor body. So you stop this business," Kṛṣṇa says. Sarva-dharmān parityajya (BG 18.66).
"You have manufactured so many duties. That duties means you are manufacturing so many bodies. That's all."