CC Madhya 18.145

māgha-māsa lāgila, ebe yadi yāiye
makare prayāga-snāna kata dina pāiye
Synonyms: 
māgha-māsa lāgila — the month of Māgha has begun; ebe — now; yadi — if; yāiye — we go; makare — during the Makara-saṅkrānti; prayāga-snāna — bathing at Prayāga; kata dina — for a few days; pāiye — we shall get.
Translation: 
“It is now the beginning of the month of Māgha. If we go to Prayāga at this time, we shall have an opportunity to bathe for a few days during Makara-saṅkrānti.”
Purport: 

Bathing during the month of Māgha at the Māgha-melā still takes place. This is a very old melā (assembly), dating from time immemorial. It is said that ever since the Lord in the form of Mohinī took a bucket of nectar and kept it at Prayāga, holy men have gathered there every year and observed the Māgha-melā. Every twelfth year there is a Kumbha-melā, a great festival, and all the holy men from all over India assemble there. The brāhmaṇa wanted to take advantage of the Māgha-melā and bathe there.

Bathing at the confluence of the Ganges and Yamunā, near the fort at Allahabad (Prayāga), is mentioned in the revealed scriptures:

māghe māsi gamiṣyantigaṅgā-yāmuna-saṅgamam
gavāṁ śata-sahasrasya
samyag dattaṁ ca yat-phalam
prayāge māgha-māse vai
try-ahaṁ snātasya tat-phalam

“If one goes to Prayāga and bathes at the confluence of the Ganges and Yamunā in the month of Māgha, he attains the result of giving hundreds and thousands of cows in charity. Simply by bathing for three days there, he attains the results of such a pious activity.” Because of this, the Sanoḍiyā brāhmaṇa was very eager to go to Prayāga and bathe. Generally karmīs (fruitive laborers) take advantage of bathing there during the month of Māgha, thinking that they will be rewarded in the future. Those who are situated in devotional service do not very strictly follow this karma-kāṇḍīya process.