CC Madhya 6.82
kṛpā vinā īśvarere keha nāhi jāne
One cannot understand the Supreme Personality of Godhead simply by exhibiting some mundane magic. Foolish people are enchanted by magical demonstrations, and when they see a few wonderful things done by mystical power, they accept a magician as the Personality of Godhead or an incarnation. This is not the way of realization. Nor should one guess or speculate about an incarnation of God or the Personality of Godhead. One has to learn from the bona fide person or from the Supreme Personality of Godhead Himself, as Arjuna did, by the mercy of Kṛṣṇa. Kṛṣṇa Himself also gives many hints about His potencies as the Supreme Personality of Godhead. One should understand the Supreme Personality of Godhead only through the evidence presented by the śāstras and the mahājanas. In any case, one must have the mercy of the Lord in order to understand the Supreme Personality of Godhead by devotional service.