THE MATERIAL WORLD

By the secondary energy of the Lord, the material world comes into being. The process of creation is very complicated and we'll not get into it here. One thing necessary to know is that this world is made for the living entities, all of us, who wants to lord over without the presence of the Supreme Lord. In other words, when the living entity desires to enjoy independently, he is cast into this world. 

Actually there is not a place where Lord Krishna doesn't exist, but here we can have the experience of an illusion of independent lordship. We are covered by the veil of Maya, so we cannot see God.  But the elements of this world are such that no happiness may be found here. We can experience a temporary happiness, but we are actually eternal, so this quality of happiness cannot satisfy us. We can experience an imperfect happiness, but this cannot satisfy us because we don't like imperfection. Therefore this material world is useful only to understand that it is useless. Srila Bhaktisiddhanta Sarasvati would compare it to a toilette, where people go to do their thing and then exit as quickly as possible.  For this reason the transcendentalist give up the illusory pleasures of this world.