We have to understand that we are not the body. That body changes but the ātmā, which is our real identity, does not change. So, Kṛṣṇa told Arjuna that he is the ātmā. In the Bhagavad-gītā Kṛṣṇa reveals the science of Kṛṣṇa consciousness. When we are in the body naturally there is happiness and distress. More distress than happiness. Lord Caitanya taught that one is actually blessed if he is born in India. bhārata-bhūmite haila manuṣya-janma yāra/ janma sārthaka kari’ kara para-upakāra (Cc. Ādi 9.41). That those who are born in India should achieve perfection and also help others achieve that.
His Holiness Jayapataka Swami Maharaj,
2022, 22nd, May @ zoom initiation ceremony for Iskcon, Madurai