Hastinapura, the capital of the Pandavas, was situated somewhere near present New Delhi, and the kingdom of Ugrasena was situated in Mathura. While returning to Delhi from Dvaraka, Arjuna must have visited the city of Mathura, and therefore the inquiry about the King of Mathura is valid. Amongst various names of the relatives, the name of Rama or Balarama, eldest brother of Lord Krsna, is added with the words "the Personality of Godhead" because Lord Balarama is the immediate expansion of visnu-tattva as prakasa-vigraha of Lord Krsna. The Supreme Lord, although one without a second, expands Himself as many other living beings. The visnu-tattva living beings are expansions of the Supreme Lord, and all of them are qualitatively and quantitatively equal with the Lord. But expansions of the jiva-sakti, the category of the ordinary living beings, are not at all equal with the Lord. One who considers the jiva-sakti and the visnu-tattva to be on an equal level is considered a condemned soul of the world. Sri Rama, or Balarama, is the protector of the devotees of the Lord. Baladeva acts as the spiritual master of all devotees, and by His causeless mercy the fallen souls are delivered. Sri Baladeva appeared as Sri Nityananda Prabhu during the advent of Lord Caitanya, and the great Lord Nityananda Prabhu exhibited His causeless mercy by delivering a pair of extremely fallen souls, namely Jagai and Madhai. Therefore it is particularly mentioned herein that Balarama is the protector of the devotees of the Lord. By His divine grace only one can approach the Supreme Lord Sri Krsna, and thus Sri Balarama is the mercy incarnation of the Lord, manifested as the spiritual master, the savior of the pure devotees.