prabhu kahe, — "tapta-vālukāte kemane āilā?
siṁha-dvārera patha — śītala, kene nā āilā?
prabhu kahe - Śrī Caitanya Mahāprabhu said; tapta-vālukāte - on hot sand; kemane āilā - how did you come; siṁha-dvārera patha - the path of the Siṁha-dvāra gate; śītala - very cool; kene - why; nā āilā - did you not come.
Siṁha-dvāra refers to the main gate on the eastern side of the Jagannātha temple.