Srimad Bhagavatam Canto 04, Chapter 29, Text 75

SB 4.29.75

anena puruso dehan
 upadatte vimuñcati
harsam sokam bhayam duhkham
 sukham canena vindati
 
Translation by His Divine Grace A. C. Bhaktivedanta Swami Srila Prabhupada: 
 
By virtue of the processes of the subtle body, the living entity develops and gives up gross bodies. This is known as the transmigration of the soul. Thus the soul becomes subjected to different types of so-called enjoyment, lamentation, fear, happiness and unhappiness.
 
Purport by His Divine Grace A. C. Bhaktivedanta Swami Srila Prabhupada: 
 
According to this explanation, one can clearly understand that originally the living entity was as good as the Supreme Personality of Godhead in his pure, spiritual existence. However, when the mind becomes polluted by desires for sense gratification in the material world, the living entity drops into the material conditions, as explained in this verse. Thus he begins his material existence, which means that he transmigrates from one body to another and becomes more and more entangled in material existence. The process of Krsna consciousness, by which one always thinks of Krsna, is the transcendental process by which one can revert to his original, spiritual existence. Devotional service means always thinking of Krsna:
 
man-mana bhava mad-bhakto
 mad-yaji mam namaskuru
mam evaisyasi satyam te
 pratijane priyo ’si me
 
“Always think of Me and become My devotee. Worship Me and offer your homage unto Me. Thus you will come to Me without fail. I promise you this because you are My very dear friend.” (Bg. 18.65)
 
One should always engage in the Lord’s devotional service. As recommended in the arcana-marga, one should worship the Deity in the temple and constantly offer obeisances to the spiritual master and the Deity. These processes are recommended to one who actually wants to become free from material entanglement. Modern psychologists can study the actions of the mind — thinking, feeling and willing — but they are unable to go deep into the matter. This is due to their lack of knowledge and to their not being associated with a liberated acarya.
 
As stated in Bhagavad-gita (4.2):
 
evam parampara-praptam
 imam rajarsayo viduh
sa kaleneha mahata
 yogo nastah parantapa
 
“This supreme science was thus received through the chain of disciplic succession, and the saintly kings understood it in that way. But in course of time the succession was broken, and therefore the science as it is appears to be lost.” Guided by so-called psychologists and philosophers, people in the modern age do not know of the activities of the subtle body and thus cannot understand what is meant by the transmigration of the soul. In these matters we have to take the authorized statements of Bhagavad-gita (2.13):
 
dehino ’smin yatha dehe
 kaumaram yauvanam jara
tatha dehantara-praptir
 dhiras tatra na muhyati
 
“As the embodied soul continually passes, in this body, from boyhood to youth to old age, the soul similarly passes into another body at death. The self-realized soul is not bewildered by such a change.” Unless all human society understands this important verse in Bhagavad-gita, civilization will advance in ignorance, not in knowledge.
Srimad Bhagavatam Canto 04, Chapter 29, Text 74
Srimad Bhagavatam Canto 04, Chapter 29, Text 76-77