The words bhagavān api viśvātmā viditvā kaṁsajaṁ bhayam are commented upon by Śrīla Sanātana Gosvāmī. Bhagavān svayam is Kṛṣṇa (kṛṣṇas tu bhagavān svayam). He is Viśvātmā, the original Supersoul of everyone, because His plenary portion expands as the Supersoul. This is confirmed in Bhagavad-gītā (13.3): kṣetra-jñaṁ cāpi māṁ viddhi sarva-kṣetreṣu bhārata. Lord Kṛṣṇa is the kṣetra jña, or Supersoul, of all living entities. He is the original source of all expansions of the Personality of Godhead. There are hundreds and thousands of plenary expansions of Viṣṇu, such as Saṅkarṣaṇa, Pradyumna, Aniruddha and Vāsudeva, but here in this material world, the Viśvātmā, the Supersoul for all living entities, is Kṣīrodakaśāyī Viṣṇu. As stated in Bhagavad-gītā (18.61), īśvaraḥ sarva-bhūtānāṁ hṛd-deśe ’rjuna tiṣṭhati: “The Supreme Lord is situated in the heart of all living entities, O Arjuna.” Kṛṣṇa is actually Viśvātmā by His plenary expansion as viṣṇu-tattva, yet because of His affection for His devotees, He acts as Supersoul to give them directions (sarvasya cāhaṁ hṛdi sanniviṣṭo mattaḥ smṛtir jñānam apohanaṁ ca).

The affairs of the Supersoul pertain to Kṣīrodakaśāyī Viṣṇu, but Kṛṣṇa took compassion on Devakī, His devotee, because He understood her fear of Kaṁsa’s persecution. A pure devotee is always fearful of material existence. No one knows what will happen next, for one may have to change his body at any moment (tathā dehāntara-prāptiḥ). Knowing this fact, a pure devotee acts in such a way that he will not have his life spoiled by being obliged to accept another body and undergo the tribulations of material existence. This is bhayam, or fear. Bhayaṁ dvitīyābhiniveśataḥ syāt (Bhāg. 11.2.37). This fear is due to material existence. Properly speaking, everyone should always be alert and fearful of material existence, but although everyone is prone to be affected by the ignorance of material existence, the Supreme Personality of Godhead, Kṛṣṇa, is always alert to the protection of His devotees. Kṛṣṇa is so kind and affectionate toward His devotees that He helps them by giving them the intelligence by which to exist in this material world without forgetting Him even for a moment. The Lord says:

teṣām evānukampārtham
 aham ajñāna-jaṁ tamaḥ
nāśayāmy ātma-bhāvastho
 jñāna-dīpena bhāsvatā

“Out of compassion for them, I, dwelling in their hearts, destroy with the shining lamp of knowledge the darkness born of ignorance.” (Bg. 10.11)

The word yoga means “link.” Any system of yoga is an attempt to reconnect our broken relationship with the Supreme Personality of Godhead. There are different types of yoga, of which bhakti-yoga is the best. In other yoga systems, one must undergo various processes before attaining perfection, but bhakti-yoga is direct. The Lord says in Bhagavad-gītā (6.47):

yoginām api sarveṣāṁ
 mad-gatenāntarātmanā
śraddhāvān bhajate yo māṁ
 sa me yuktatamo mataḥ

“Of all yogīs, he who always abides in Me with great faith, worshiping Me in transcendental loving service, is most intimately united with Me in yoga and is the highest of all.” For the bhakti-yogī, a human body is guaranteed in his next existence, as stated by Lord Kṛṣṇa (śucīnāṁ śrīmatāṁ gehe yoga-bhraṣṭo ’bhijāyate). Yoga-māyā is the spiritual potency of the Lord. Out of affection for His devotees, the Lord always stays in spiritual touch with them, although otherwise His Māyā potency is so strong that she bewilders even exalted demigods like Brahmā. Therefore the Lord’s potency is called Yoga-māyā. Since the Lord is Viśvātmā, He immediately ordered Yoga-māyā to give protection to Devakī.