Srimad Bhagavatam Canto 07, Chapter 10, Text 48

SB 7.10.48

yuyam nr-loke bata bhuri-bhaga
 lokam punana munayo ’bhiyanti
yesam grhan avasatiti saksad
 gudham param brahma manusya-lingam
Translation by His Divine Grace A. C. Bhaktivedanta Swami Srila Prabhupada: 
Narada Muni continued: My dear Maharaja Yudhisthira, all of you [the Pandavas] are extremely fortunate, for the Supreme Personality of Godhead, Krsna, lives in your palace just like a human being. Great saintly persons know this very well, and therefore they constantly visit this house.
Purport by His Divine Grace A. C. Bhaktivedanta Swami Srila Prabhupada: 
After hearing about the activities of Prahlada Maharaja, a pure devotee should be very anxious to follow in his footsteps, but such a devotee might be disappointed, thinking that not every devotee can come to the standard of Prahlada Maharaja. This is the nature of a pure devotee; he always thinks himself to be the lowest, to be incompetent and unqualified. Thus after hearing the narration of Prahlada Maharaja’s activities, Maharaja Yudhisthira, who was on the same standard of devotional service as Prahlada, might have been thinking of his own humble position. Narada Muni, however, could understand Maharaja Yudhisthira’s mind, and therefore he immediately encouraged him by saying that the Pandavas were not less fortunate; they were as good as Prahlada Maharaja because although Lord Nrsimhadeva appeared for Prahlada, the Supreme Personality of Godhead in His original form as Krsna was always living with the Pandavas. Although the Pandavas, because of the influence of Krsna’s yoga-maya, could not think of their fortunate position, every saintly person, including the great sage Narada, could understand it, and therefore they constantly visited Maharaja Yudhisthira.
Any pure devotee who is constantly conscious of Krsna is naturally very fortunate. The word nr-loke, meaning “within the material world,” indicates that before the Pandavas there had been many, many devotees, such as the descendants of the Yadu dynasty and Vasistha, Marici, Kasyapa, Lord Brahma and Lord Siva, who were all extremely fortunate. The Pandavas, however, were better than all of them because Krsna Himself lived with them constantly. Narada Muni therefore specifically mentioned that within this material world (nr-loke) the Pandavas were the most fortunate.
Srimad Bhagavatam Canto 07, Chapter 10, Text 47
Srimad Bhagavatam Canto 07, Chapter 10, Text 49