(Click to enlarge painting of Srila Prabhupada as a child performing Rathayatra with friends)
Mahārāja Parīkṣit, the grandson of the Pāṇḍavas, was from his very childhood a great devotee of the Lord. Even while playing with dolls, he used to worship Lord Kṛṣṇa by imitating the worship of the family Deity.
In the Bhagavad-gītā (BG 6.41) it is stated that even a person who has failed in the proper discharge of yoga practice is given a chance to take birth in the house of devout brāhmaṇas or in the houses of rich men like kṣatriya kings or rich merchants. But Mahārāja Parīkṣit was more than that because he had been a great devotee of the Lord since his previous birth, and as such he took his birth in an imperial family of the Kurus, and especially that of the Pāṇḍavas. So from the very beginning of his childhood he had the chance to know intimately the devotional service of Lord Kṛṣṇa in his own family. The Pāṇḍavas, all being devotees of the Lord, certainly venerated family Deities in the royal palace for worship. Children who appear in such families fortunately generally imitate such worship of the Deities, even in the way of childhood play. By the grace of Lord Śrī Kṛṣṇa, we had the chance of being born in a Vaiṣṇava family, and in our childhood we imitated the worship of Lord Kṛṣṇa by imitating our father. Our father encouraged us in all respects to observe all functions such as the Ratha-yātrā and Dola-yātrā ceremonies, and he used to spend money liberally for distributing prasāda to us children and our friends. Our spiritual master, who also took his birth in a Vaiṣṇava family, got all inspirations from his great Vaiṣṇava father, Ṭhākura Bhaktivinoda. That is the way of all lucky Vaiṣṇava families. The celebrated Mīrā Bāī was a staunch devotee of Lord Kṛṣṇa as the great lifter of Govardhana Hill.
The life history of many such devotees is almost the same because there is always symmetry between the early lives of all great devotees of the Lord. According to Jīva Gosvāmī, Mahārāja Parīkṣit must have heard about the childhood pastimes of Lord Kṛṣṇa at Vṛndāvana, for he used to imitate the pastimes with his young playmates. According to Śrīdhara Svāmī, Mahārāja Parīkṣit used to imitate the worship of the family Deity by elderly members. Śrīla Viśvanātha Cakravartī also confirms the viewpoint of Jīva Gosvāmī. So accepting either of them, Mahārāja Parīkṣit was naturally inclined to Lord Kṛṣṇa from his very childhood. He might have imitated either of the above-mentioned activities, and all of them establish his great devotion from his very childhood, a symptom of a mahā-bhāgavata. Such mahā-bhāgavatas are called nitya-siddhas, or souls liberated from birth. But there are also others, who may not be liberated from birth but who develop a tendency for devotional service by association, and they are called sādhana-siddhas. There is no difference between the two in the ultimate issue, and so the conclusion is that everyone can become a sādhana-siddha, a devotee of the Lord, simply by association with the pure devotees. The concrete example is our great spiritual master Śrī Nārada Muni. In his previous life he was simply a boy of a maidservant, but through association with great devotees he became a devotee of the Lord of his own standard, unique in the history of devotional service.
(Śrīmad-Bhāgavatam 2.3.15, Text and Purport)