"The abode of Lord Sri Krsna is described in the Bhagavad-gita, Fifteenth Chapter, sixth verse:
na tad bhasayate suryo
na sasanko na pavakah
yad gatva na nivartante
tad dhama paramam mama
"That abode of Mine is not illumined by the sun or moon, nor by electricity and anyone who reaches it never comes back to this material world."
This verse gives a description of that eternal sky. Of course we have a material conception of the sky, and we think of it in relationship to the sun, moon, stars and so on, but in this verse the Lord states that in the eternal sky there is no need for the sun nor for the moon nor fire of any kind because the spiritual sky is already illuminated by the brahmajyoti, the rays emanating from the Supreme Lord. We are trying with difficulty to reach other planets, but it is not difficult to understand the abode of the Supreme Lord. This abode is referred to as Goloka. In the Brahma-samhita (5.37) it is beautifully described: goloka eva nivasaty akhilatma-bhutah. The Lord resides eternally in His abode Goloka, yet He can be approached from this world, and to this end the Lord comes to manifest His real form, sac-cid-ananda-vigraha. When He manifests this form, there is no need for our imagining what He looks like. To discourage such imaginative speculation, He descends and exhibits Himself as He is, as Syamasundara. Unfortunately, the less intelligent deride Him because He comes as one of us and plays with us as a human being. But because of this we should not consider that the Lord is one of us. It is by His omnipotency that He presents Himself in His real form before us and displays His pastimes, which are prototypes of those pastimes found in His abode.
In the effulgent rays of the spiritual sky there are innumerable planets floating. The brahmajyoti emanates from the supreme abode, Krsnaloka, and the anandamaya-cinmaya planets, which are not material, float in those rays. The Lord says, na tad bhasayate suryo na sasanko na pavakah. yad gatva na nivartante tad dhama paramam mama. One who can approach that spiritual sky is not required to descend again to the material sky. In the material sky, even if we approach the highest planet (Brahmaloka), what to speak of the moon, we will find the same conditions of life, namely birth, death, disease and old age. No planet in the material universe is free from these four principles of material existence. Therefore the Lord says in Bhagavad-gita, abrahma-bhuvanal lokah punar avartino 'rjuna. The living entities are traveling from one planet to another, not by a mechanical arrangement but by a spiritual process. This is also mentioned: yanti deva-vrata devan pitrn yanti pitr-vratah. No mechanical arrangement is necessary if we want interplanetary travel. The Gita instructs: yanti deva-vrata devan. The moon, the sun and higher planets are called Svargaloka. There are three different statuses of planets: higher, middle and lower planetary systems. The earth belongs to the middle planetary system. Bhagavad-gita informs us how to travel to the higher planetary systems (Devaloka) with a very simple formula: yanti deva-vrata devan. One need only worship the particular demigod of that particular planet and in that way go to the moon, the sun or any of the higher planetary systems.
Yet Bhagavad-gita does not advise us to go to any of the planets in this material world because even if we go to Brahmaloka, the highest planet, through some sort of mechanical contrivance by maybe traveling for forty thousand years (and who would live that long?), we will still find the material inconveniences of birth, death, disease and old age. But one who wants to approach the supreme planet, Krsnaloka, or any of the other planets within the spiritual sky, will not meet with these material inconveniences. Amongst all of the planets in the spiritual sky there is one supreme planet called Goloka Vrndavana, which is the original planet in the abode of the original Personality of Godhead Sri Krsna. All of this information is given in Bhagavad-gita, and we are given through its instruction information how to leave the material world and begin a truly blissful life in the spiritual sky."
Bhaktivedanta Book Trust. HDG A.C. Bhaktivedanta Swami Srila Prabhupada.