By appreciating Krishna’s unlimited causeless mercy, 
one can easily transcend all miseries and problems of this world.
Krishna Protects

Lord Hari Saves Gajendra

When we admit and recognize Krishna's kindness, we become happy. Krishna is protecting us at every moment, but we do not realize this, because we have taken life at our own risk. Krishna gives us a certain amount of freedom, saying, “All right, do whatever you like. As far as possible, I will give you protection.” However, when the living entity is fully surrendered to Krishna, Krishna takes total charge and gives special protection.
(Path of Perfection, Chapter 5)
Seeing Gajendra in such an aggrieved position, the unborn Supreme Personality of Godhead, Hari, immediately got down from the back of Garuda by His causeless mercy and pulled the King of the elephants, along with the crocodile, out of the water. Then, in the presence of all the demigods, who were looking on, the Lord severed the crocodile’s mouth from its body with His disc. In this way He saved Gajendra, the King of the elephants. 
(Bhagavatam 8.3.33, translation)
Guru and Supersoul as Krishna’s Mercy
The causeless mercy of the Supreme Personality of Godhead is first appreciated when one comes in touch with a bonafide spiritual master who can bring the conditioned soul to the highest position of devotional life. Therefore Lord Caitanya said that by the mercy of the spiritual master one can achieve the causeless mercy of the Lord, and by the mercy of the Supreme Personality of Godhead, one can attain the mercy of the bonafide spiritual master.
(Teachings of Lord Caitanya, Chapter 1)
The Supreme Personality of Godhead is already in the core of everyone’s heart. Isvarah sarva-bhutanam hrd-dese ’rjuna tisöhati (Gita 18.61). Logically, therefore, it was not at all difficult for Lord Vishnu to enter Hiranyakashipu’s body. The word vivigna-cetah, “very anxious,” is significant. It is not that Lord Vishnu was afraid of Hiranyakashipu; rather, because of compassion, Lord Vishnu was in anxiety about how to act for his welfare.
(Bhagavatam 8.19.10, purport)
When a conditioned soul becomes a devotee of Krishna, the Lord, by His causeless mercy, trains him in two ways: He trains him from without through the spiritual master, and He trains him from within through the Supersoul. As stated in Srimad-Bhagavatam (11.29.6): “My dear Lord, even if someone attains a life as long as Brahma’s, he would still be unable to express his gratitude for the benefits derived from remembering You. Out of Your causeless mercy You drive away all inauspicious conditions, expressing Yourself from outside as the spiritual master and from inside as the Supersoul.”
(Teachings of Lord Caitanya, Chapter 11)
Manifestation of Compassion

Lord Krsna Image

So when things are mismanaged and people forget the aim of life, at that time the Supreme Lord comes. Yada yada hi dharmasya glanir bhavati [Gita 4.7]. So dharmasya glanih means when the human society misses the aim of life, then out of compassion, the Lord comes, because God is more anxious to get us back to home, back to Godhead, than we are, because we are in ignorance. 
(Lecture on Srimad-Bhagavatam 3.25.1, Bombay, November 1, 1974)
He has no business to come here because His agent, prakrti, is doing everything. But still, out of compassion, He comes in His original form, Krishna, or in His incarnation as Kapiladeva, and He says the same thing, “ My dear rascal sons, you are suffering so much on account of this material contact. Please come to Me. Take shelter of Me, and you will be happy.” 
(Lecture on Srimad-Bhagavatam 3.25.41, Bombay, December 9, 1974)
Although his father tortured him and would have killed him had he himself not been killed by the Supreme Personality of Godhead, Prahlada Maharaja begged pardon for him from the Lord. This favor was immediately granted by the Lord, and Hiranyakashipu was delivered from the darkest region of hellish life, and he returned back home, back to Godhead, by the grace of his son. Prahlada Maharaja is the topmost example of a Vaishnava, who is always compassionate toward sinful persons suffering a hellish life within this material world. Krishna is therefore known as para-duhkha-duhkhi krpambudhih, or one who is compassionate toward others’ suffering and who is an ocean of mercy.
(Bhagavatam 4.21.47, purport)
Secret of Success

Pray To God

He’s always merciful. Therefore devotees never take anything as not merciful. They take everything from Krishna as sympathy, anukampa. Tat te ’nukampam su-samiksamanah [SB 10.14.8]. One who can see this anukampa in reverse condition of life, the compassion of the Supreme Personality of Godhead, mukti-pade sa daya-bhak. His right to become liberation becomes guaranteed. 
(Lecture on Srimad-Bhagavatam 1.7.49-50, Vrndavana, October 7, 1976)
When a devotee is put into hellish conditions, he accepts them as Krishna’s mercy: tat te ’nukampam susamiksamanah (Bhagavatam 10.14.8). He does not protest, “Oh, I am such a great devotee of Krishna. Why have I been put into this misery?” Instead he thinks, “This is Krishna’s mercy.” Such an attitude is possible for a devotee who engages in the service of Krishna’s representative. This is the secret of success.
(Bhagavatam 6.1.16, purport)
Jayas tu pandu-putranam yesam pakse janardanah. Victory is always with persons like the sons of Pandu because Lord Krishna is associated with them. 
(Gita 1.14, purport)
No Hope without Krishna’s Mercy
Mayavadi sannyasis are very proud of becoming liberated, but actual liberation is not possible unless one is in touch with the Supreme Lord in devotional service. It is said, harim vina na mrtim taranti: without Krishna’s mercy, no one can have liberation. 
(Bhagavatam 4.11.5, purport)
Sripada Shankaracharya, who preached Mayavada philosophy and stressed the impersonal feature of the Absolute, also at last recommended that one must take shelter at the lotus feet of Lord Sri Krishna, for there is no hope of gain from debating. Indirectly Sripada Shankaracharya admitted that what he had preached in the flowery grammatical interpretations of the Vedanta-sutra cannot help one at the time of death. At the critical hour of death one must recite the name of Govinda. 
(Bhagavatam 1.3.42, purport)
Krishna Gives Knowledge
tesam evanukampartham
aham ajnana-jam tamah
nasayamy atma-bhava-stho
jnana-dipena bhasvata
“To show them special mercy, I, dwelling in their hearts, destroy with the shining lamp of knowledge the darkness born of ignorance.”
(Gita 10.11)
Out of His causeless mercy and compassion, Krishna has compiled various Vedic literatures in His incarnation as Vyasadeva. Vyasadeva is a saktyavesa-avatara of Lord Krishna. He has very kindly presented these literatures to awaken the conditioned soul to his senses.
(Cc. Madhya 20.122, purport)