Kṛṣṇa’s birth, His appearance and disappearance, are likened unto the appearance and disappearance of the sun. In the morning it appears as if the sun is born from the eastern horizon, but actually it is not. The sun is neither rising nor setting; it is as it is in its position. All risings and settings are due to the rotation of the earth. Similarly, in Vedic literatures there are prescribed schedules for the appearance and disappearance of Śrī Kṛṣṇa. Kṛṣṇa’s rising is just like the sun. The sun’s rising and setting are going on at every moment; somewhere in the world people are witnessing sunrise and sunset. It is not that at one point Kṛṣṇa is born and at another point He is gone. He is always there somewhere, but He appears to come and go. Kṛṣṇa appears and disappears in many universes. We only have experience of this one universe, but from Vedic literatures we can understand that this universe is but a part of the infinite manifestations of the Supreme Lord.
Raja-vidya: The King of Knowledge
By His Divine Grace A.C. Bhaktivedanta Swami Prabhupada
Chapter 6
Knowledge of Kṛṣṇa’s Appearances and Activities
There are two forces of nature working in us. By one we decide that in this lifetime we will make spiritual advancement, but at the next moment the other force, māyā, or illusory energy, says, “What is all this trouble that you’re going to? Just enjoy this life and be easy with yourself.” This tendency to fall into forgetfulness is the difference between God and man. Arjuna is a companion and associate of Kṛṣṇa’s, and whenever Kṛṣṇa appears on any planet, Arjuna also takes birth and appears with Him. When Kṛṣṇa spoke Bhagavad-gītā to the sun god, Arjuna was also present with Him. But, being a finite living entity, Arjuna could not remember. Forgetfulness is the nature of the living entity. We cannot even remember what we were doing at this exact time yesterday or a week ago. If we cannot remember this, how is it possible to remember what happened in our previous lives? At this point we may ask how it is that Kṛṣṇa can remember and we cannot, and the answer is that Kṛṣṇa does not change His body.
The Hare Krishna Movement 