When Sri Caitanya Mahaprabhu lived in the cave at Gambhira, He was always thinking of Krsna and weeping. He came to this world to taste radha-bhava, and His activities while in Gambira comprise a drop of the ocean He experienced. While living in Gambira He gave the deity of Gopinatha to Srila Gadadhara Pandita and told him, “Today I will give you a very good thing. Will you accept it?”
Srila Gadadhara Pandita replied, “Yes, why not? I’ll keep it on my head.”
In the mood of Radhika, Mahaprabhu began to search here and there in the sand. All of a sudden He touched the mukut (crown) of Gopinatha and told the others, “Take out the sand.” He then placed Gopinatha in the lap of Gadadhara Pandita and said, “You should never leave Him.”
Srila Gadadhara Pandita built a hut there, and Mahaprabhu used to come daily to take darsana of Gopinatha. Whenever He went to Jagannatha Mandira and saw Subhadra and Baladeva, He did not experience very much pleasure. Rather, in front of Baladeva and His sister Subhadra He felt very shy and thought, “I have come to Kuruksetra.” He was in the mood of Srimati Radhika at Kuruksetra where, in great separation, She tried to bring Krsna (Jagannatha) to Vrndavana. In the mood of Srimati Radhika, Mahaprabhu did not like to see Krsna in Kuruksetra, because all His associates, along with all His queens of Dvaraka, were there, and so many horses and elephants were there. There was no chance for Radhika to be with Him in private, and this is why Mahaprabhu always felt intense separation in Puri. In this way, being in Gambhira was like being in Vrndavana and feeling separation for Krsna in Dvaraka.
Sri Jagannath Puri, September 1993