In the Bhagavad-gītā it is said that if a man, at the time of death, concentrates his mind upon the form of the Personality of Godhead, Śrī Kṛṣṇa, and while so doing relinquishes his body, he at once enters the spiritual existence of the antimaterial world. This means that anyone who trains the mind to turn from matter to the spiritual form of the Godhead by performance of the prescribed rules of devotional service can easily attain the kingdom of God, in the antimaterial sky. And of this there is no doubt.
And in the same way, if one desires to enter into any other planet of the material sky, he can go there just after quitting the present body (i.e., after death). Thus if someone wants to go to the moon, the sun or Mars, he can do so simply by performing acts for that purpose. The Bhagavad-gītā confirms this statement in the following words:
That upon which a person meditates at the time of death, quitting his body absorbed in the thought thereof, that particular thing he attains after death.
Mahārāja Bharata, despite a life of severe penances, thought of a stag at the time of his death and thus became a stag after death. However, he did retain a clear consciousness of his past life and realized his mistake. It is important to realize that one's thoughts at the time of death are influenced by the actual deeds which one performs during his life.