Srimad Bhagavatam Canto 02, Chapter 03, Text 15

SB 2.3.15

sa vai bhagavato raja
pandaveyo maha-rathah
bala-kridanakaih kridan
krsna-kridam ya adade
Translation by His Divine Grace A. C. Bhaktivedanta Swami Srila Prabhupada: 
Maharaja Pariksit, the grandson of the Pandavas, was from his very childhood a great devotee of the Lord. Even while playing with dolls, he used to worship Lord Krsna by imitating the worship of the family Deity.
Purport by His Divine Grace A. C. Bhaktivedanta Swami Srila Prabhupada: 
In the Bhagavad-gita (6.41) it is stated that even a person who has failed in the proper discharge of yoga practice is given a chance to take birth in the house of devout brahmanas or in the houses of rich men like ksatriya kings or rich merchants. But Maharaja Pariksit was more than that because he had been a great devotee of the Lord since his previous birth, and as such he took his birth in an imperial family of the Kurus, and especially that of the Pandavas. So from the very beginning of his childhood he had the chance to know intimately the devotional service of Lord Krsna in his own family. The Pandavas, all being devotees of the Lord, certainly venerated family Deities in the royal palace for worship. Children who appear in such families fortunately generally imitate such worship of the Deities, even in the way of childhood play. By the grace of Lord Sri Krsna, we had the chance of being born in a Vaisnava family, and in our childhood we imitated the worship of Lord Krsna by imitating our father. Our father encouraged us in all respects to observe all functions such as the Ratha-yatra and Dola-yatra ceremonies, and he used to spend money liberally for distributing prasada to us children and our friends. Our spiritual master, who also took his birth in a Vaisnava family, got all inspirations from his great Vaisnava father, Thakura Bhaktivinoda. That is the way of all lucky Vaisnava families. The celebrated Mira Bai was a staunch devotee of Lord Krsna as the great lifter of Govardhana Hill.
The life history of many such devotees is almost the same because there is always symmetry between the early lives of all great devotees of the Lord. According to Jiva Gosvami, Maharaja Pariksit must have heard about the childhood pastimes of Lord Krsna at Vrndavana, for he used to imitate the pastimes with his young playmates. According to Sridhara Svami, Maharaja Pariksit used to imitate the worship of the family Deity by elderly members. Srila Visvanatha Cakravarti also confirms the viewpoint of Jiva Gosvami. So accepting either of them, Maharaja Pariksit was naturally inclined to Lord Krsna from his very childhood. He might have imitated either of the above-mentioned activities, and all of them establish his great devotion from his very childhood, a symptom of a maha-bhagavata. Such maha-bhagavatas are called nitya-siddhas, or souls liberated from birth. But there are also others, who may not be liberated from birth but who develop a tendency for devotional service by association, and they are called sadhana-siddhas. There is no difference between the two in the ultimate issue, and so the conclusion is that everyone can become a sadhana-siddha, a devotee of the Lord, simply by association with the pure devotees. The concrete example is our great spiritual master Sri Narada Muni. In his previous life he was simply a boy of a maidservant, but through association with great devotees he became a devotee of the Lord of his own standard, unique in the history of devotional service.
Srimad Bhagavatam Canto 02, Chapter 03, Text 14
Srimad Bhagavatam Canto 02, Chapter 03, Text 16