Bhagavata is best described in its own words: rasa. It means "nectar." Nectar here denotes "a kind of joy" which one derives by coming into contact with God in and through his divine sports.
As long as we believe ourselves to be even the least different from God, fear remains with us; but when we know ourselves to be the One, fear goes; of what can we be afraid?
-Swami Vivekananda