SB 3.31.20

so ’haṁ vasann api vibho bahu-duḥkha-vāsaṁ
 garbhān na nirjigamiṣe bahir andha-kūpe
yatropayātam upasarpati deva-māyā
 mithyā matir yad-anu saṁsṛti-cakram etat
Synonyms: 
saḥ aham — I myself; vasan — living; api — although; vibho — O Lord; bahu-duḥkha — with many miseries; vāsam — in a condition; garbhāt — from the abdomen; na — not; nirjigamiṣe — I wish to depart; bahiḥ — outside; andha-kūpe — in the blind well; yatra — where; upayātam — one who goes there; upasarpati — she captures; deva-māyā — the external energy of the Lord; mithyā — false; matiḥ — identification; yat — which māyā; anu — according to; saṁsṛti — of continual birth and death; cakram — cycle; etat — this.
Translation: 
Therefore, my Lord, although I am living in a terrible condition, I do not wish to depart from my mother’s abdomen to fall again into the blind well of materialistic life. Your external energy, called deva-māyā, at once captures the newly born child, and immediately false identification, which is the beginning of the cycle of continual birth and death, begins.
Purport: 

As long as the child is within the womb of his mother, he is in a very precarious and horrible condition of life, but the benefit is that he revives pure consciousness of his relationship with the Supreme Lord and prays for deliverance. But once he is outside the abdomen, when a child is born, māyā, or the illusory energy, is so strong that he is immediately overpowered into considering his body to be his self. Māyā means “illusion,” or that which is actually not. In the material world, everyone is identifying with his body. This false egoistic consciousness of “I am this body” at once develops after the child comes out of the womb. The mother and other relatives are awaiting the child, and as soon as he is born, the mother feeds him and everyone takes care of him. The living entity soon forgets his position and becomes entangled in bodily relationships. The entire material existence is entanglement in this bodily conception of life. Real knowledge means to develop the consciousness of “I am not this body. I am spirit soul, an eternal part and parcel of the Supreme Lord.” Real knowledge entails renunciation, or nonacceptance of this body as the self.

By the influence of māyā, the external energy, one forgets everything just after birth. Therefore the child is praying that he prefers to remain within the womb rather than come out. It is said that Śukadeva Gosvāmī, on this consideration, remained for sixteen years within the womb of his mother; he did not want to be entangled in false bodily identification. After cultivating such knowledge within the womb of his mother, he came out at the end of sixteen years and immediately left home so that he might not be captured by the influence of māyā. The influence of māyā is also explained in Bhagavad-gītā as insurmountable. But insurmountable māyā can be overcome simply by Kṛṣṇa consciousness. That is also confirmed in Bhagavad-gītā (7.14): mām eva ye prapadyante māyām etāṁ taranti te. Whoever surrenders unto the lotus feet of Kṛṣṇa can get out of this false conception of life. By the influence of māyā only, one forgets his eternal relationship with Kṛṣṇa and identifies himself with his body and the by-products of the body — namely wife, children, society, friendship and love. Thus he becomes a victim of the influence of māyā, and his materialistic life of continued birth and death becomes still more stringent.