Answer
The Supreme Lord has His own eternal abode, with countless Vaikuṇṭha planets, and the entire spiritual sky is filled with Brahmajyoti. The living entities (jīvas) can be understood like rays of the sun—just as sunlight emanates from the sun, each individual ray represents a particle. Similarly, each jīva is a spiritual particle emanating from Krishna.
Now, in the material world, some people practice by repeatedly affirming, “I am Brahman, I am not this body, I am not this.” By this process, they aim to detach from material identity and ultimately merge into the Brahmajyoti—the impersonal spiritual effulgence.
This material creation itself is like a cloud within the vast Brahmajyoti. When one transcends the material world, one may enter that effulgent region.
There is another approach: meditating on the form of the Lord with the idea, “I will merge into Him.” However, many who follow this path do not truly accept the Lord as an eternal, personal reality. Internally, they often conceive that Krishna is ultimately formless, and that merging into Him means merging into an impersonal existence.
Even when they meditate on Krishna, their underlying conception is impersonal. They are using the form as a support for concentration, not as the ultimate truth. They do not believe in an eternal, personal Krishna with whom one can have a relationship.
However, if someone genuinely desires to merge, Krishna may grant that liberation. We see that even many demons attained such liberation. But this state—whether merging into the Brahmajyoti or into the Lord’s effulgence—is essentially similar in nature.
Śrīla A. C. Bhaktivedanta Swami Prabhupada described this kind of merging as a kind of “spiritual suicide,” because the jīva gives up its individuality. The desire behind merging is essentially: “I do not want individuality anymore.”