hrdi brahma param dhyayan
navarteta yato gatah
Translation by His Divine Grace A. C. Bhaktivedanta Swami Srila Prabhupada:
He then started towards the north, treading the path accepted by his forefathers and great men, to devote himself completely to the thought of the Supreme Personality of Godhead. And he lived in that way wherever he went.
Purport by His Divine Grace A. C. Bhaktivedanta Swami Srila Prabhupada:
It is understood from this verse that Maharaja Yudhisthira followed in the footsteps of his forefathers and the great devotees of the Lord. We have discussed many times before that the system of varnasrama-dharma, as it was strictly followed by the inhabitants of the world, specifically by those who inhabited the Aryavarta province of the world, emphasizes the importance of leaving all household connections at a certain stage of life. The training and education was so imparted, and thus a respectable person like Maharaja Yudhisthira had to leave all family connection for self-realization and going back to Godhead. No king or respectable gentleman would continue family life till the end, because that was considered suicidal and against the interest of the perfection of human life. In order to be free from all family encumbrances and devote oneself cent percent in the devotional service of Lord Krsna, this system is always recommended for everyone because it is the path of authority. The Lord instructs in the Bhagavad-gita (18.62) that one must become a devotee of the Lord at least at the last stage of one’s life. A sincere soul of the Lord like Maharaja Yudhisthira must abide by this instruction of the Lord for his own interest.
The specific words brahma param indicate Lord Sri Krsna. This is corroborated in the Bhagavad-gita (10.13) by Arjuna with reference to great authorities like Asita, Devala, Narada and Vyasa. Thus Maharaja Yudhisthira, while leaving home for the north, constantly remembered Lord Sri Krsna within himself, following in the footsteps of his forefathers as well as the great devotees of all times.