In the beginning of creation, the Lord of all creatures sent forth generations of men and demigods, along with sacrifices for Visnu, and blessed them by saying, "Be thou happy by this yajna [sacrifice] because its performance will bestow upon you all desirable things."
The material creation by the Lord of creatures (Visnu) is a chance offered to the conditioned souls to come back home--back to Godhead. All living entities within the material creation are conditioned by material nature because of their forgetfulness of their relationship to Krishna, the Supreme Personality of Godhead. The Vedic principles are to help us understand this eternal relation, as it is stated in the Bhagavad-gita: vedais ca sarvair aham eva vedyah. The Lord says that the purpose of the Vedas is to understand Him. In the Vedic hymns it is said: patim visvasyatmesvaram. Therefore, the Lord of the living entities is the Supreme Personality of Godhead, Visnu. In the Srimad-Bhagavatam also Srila Sukadeva Gosvami describes the Lord as pati in so many ways:
sriyah patir yajna-patih praja-patir
dhiyam patir loka-patir dhara-patih
patir gatis candhaka-vrsni-satvatam
prasidatam me bhagavan satam patih
The praja-pati is Lord Visnu, and He is the Lord of all living creatures, all worlds, and all beauties, and the protector of everyone. The Lord created this material world for the conditioned souls to learn how to perform yajnas (sacrifice) for the satisfaction of Visnu, so that while in the material world they can live very comfortably without anxiety. Then after finishing the present material body, they can enter into the kingdom of God. That is the whole program for the conditioned soul. By performance of yajna, the conditioned souls gradually become Krishna conscious and become godly in all respects. In the Age of Kali, the sankirtana-yajna (the chanting of the names of God) is recommended by the Vedic scriptures, and this transcendental system was introduced by Lord Caitanya for the deliverance of all men in this age. Sankirtana-yajna and Krishna consciousness go well together. Lord Krishna in His devotional form (as Lord Caitanya) is mentioned in the Srimad-Bhagavatam as follows, with special reference to the sankirtana-yajna:
Krishna-varnam tvisaKrishnam sangopangastra-parsadam
yajnaih sankirtana-prayair yajanti hi su-medhasah
"In this Age of Kali, people who are endowed with sufficient intelligence will worship the Lord, who is accompanied by His associates, by performance of sankirtana-yajna." (Bhag. 11.5.32) Other yajnas prescribed in the Vedic literatures are not easy to perform in this Age of Kali, but the sankirtana-yajna is easy and sublime for all purposes.