Hastināpura, the capital of the Pāṇḍavas, was situated somewhere near present New Delhi, and the kingdom of Ugrasena was situated in Mathurā. While returning to Delhi from Dvārakā, Arjuna must have visited the city of Mathurā, and therefore the inquiry about the King of Mathurā is valid. Amongst various names of the relatives, the name of Rāma or Balarāma, eldest brother of Lord Kṛṣṇa, is added with the words “the Personality of Godhead” because Lord Balarāma is the immediate expansion of viṣṇu-tattva as prakāśa-vigraha of Lord Kṛṣṇa. The Supreme Lord, although one without a second, expands Himself as many other living beings. The viṣṇu-tattva living beings are expansions of the Supreme Lord, and all of them are qualitatively and quantitatively equal with the Lord. But expansions of the jīva-śakti, the category of the ordinary living beings, are not at all equal with the Lord. One who considers the jīva-śakti and the viṣṇu-tattva to be on an equal level is considered a condemned soul of the world. Śrī Rāma, or Balarāma, is the protector of the devotees of the Lord. Baladeva acts as the spiritual master of all devotees, and by His causeless mercy the fallen souls are delivered. Śrī Baladeva appeared as Śrī Nityānanda Prabhu during the advent of Lord Caitanya, and the great Lord Nityānanda Prabhu exhibited His causeless mercy by delivering a pair of extremely fallen souls, namely Jagāi and Mādhāi. Therefore it is particularly mentioned herein that Balarāma is the protector of the devotees of the Lord. By His divine grace only one can approach the Supreme Lord Śrī Kṛṣṇa, and thus Śrī Balarāma is the mercy incarnation of the Lord, manifested as the spiritual master, the savior of the pure devotees.