Srimad Bhagavatam Canto 03, Chapter 01, Text 42

SB 3.1.42

so ’ham harer martya-vidambanena
 drso nrnam calayato vidhatuh
nanyopalaksyah padavim prasadac
 carami pasyan gata-vismayo ’tra
Translation by His Divine Grace A. C. Bhaktivedanta Swami Srila Prabhupada: 
I am not astonished at this, having traveled over the world without being seen by others. The activities of the Personality of Godhead, which are like those of a man in this mortal world, are bewildering to others, but I know of His greatness by His grace, and thus I am happy in all respects.
Purport by His Divine Grace A. C. Bhaktivedanta Swami Srila Prabhupada: 
Although he was the brother of Dhrtarastra, Vidura was completely different. By the grace of Lord Krsna, he was not foolish like his brother, and thus his brother’s association could not influence him. Dhrtarastra and his materialistic sons wanted to falsely lord it over the world by dint of their own strength. The Lord encouraged them in this, and thus they became more and more bewildered. But Vidura wanted to achieve sincere devotional service of the Lord and therefore became a soul absolutely surrendered to the Absolute Personality of Godhead. He could realize this in the progress of his pilgrim’s journey, and thus he was freed from all doubts. He was not at all sorry to be bereft of his hearth and home because he now had experience that dependence on the mercy of the Lord is a greater freedom than so-called freedom at home. A person should not be in the renounced order of life unless he is firmly convinced of being protected by the Lord. This stage of life is explained in Bhagavad-gita as abhayam sattva-samsuddhih. Every living entity is factually completely dependent on the mercy of the Lord, but unless one is in the pure state of existence, he cannot be established in this position. This stage of dependence is called sattva-samsuddhih, or purification of one’s existence. The result of such purification is exhibited in fearlessness. A devotee of the Lord, who is called narayana-para, is never afraid of anything because he is always aware of the fact that the Lord protects him in all circumstances. With this conviction, Vidura traveled alone, and he was not seen or recognized by any friend or foe. Thus he enjoyed freedom of life without obligation to the many duties of the world.
When Lord Sri Krsna was personally present in the mortal world in His eternal, blissful form of Syamasundara, those who were not pure devotees of the Lord could not recognize Him or know His glories. Avajananti mam mudha manusim tanum asritam (Bg. 9.11): He is always bewildering to the nondevotees, but He is always seen by the devotees by dint of their pure devotional service to Him.
Srimad Bhagavatam Canto 03, Chapter 01, Text 41
Srimad Bhagavatam Canto 03, Chapter 01, Text 43