Real religious principles are enacted by the Supreme Personality of Godhead. Although fully situated in the mode of goodness, even the great ṛṣis who occupy the topmost planets cannot ascertain the real religious principles, nor can the demigods or the leaders of Siddhaloka, to say nothing of the asuras, ordinary human beings, Vidyādharas and Cāraṇas.
When challenged by the Viṣṇudūtas to describe the principles of religion, the Yamadūtas said, veda-praṇihito dharmaḥ: the religious principles are the principles enacted in the Vedic literature. They did not know, however, that the Vedic literature contains ritualistic ceremonies that are not transcendental, but are meant to keep peace and order among materialistic persons in the material world. Real religious principles are nistraiguṇya, above the three modes of material nature, or transcendental. The Yamadūtas did not know these transcendental religious principles, and therefore when prevented from arresting Ajāmila they were surprised. Materialistic persons who attach all their faith to the Vedic rituals are described in Bhagavad-gītā (2.42), wherein Kṛṣṇa says, veda-vāda-ratāḥ pārtha nānyad astīti vādinaḥ: the supposed followers of the Vedas say that there is nothing beyond the Vedic ceremonies. Indeed, there is a group of men in India who are very fond of the Vedic rituals, not understanding the meaning of these rituals, which are intended to elevate one gradually to the transcendental platform of knowing Kṛṣṇa (vedaiś ca sarvair aham eva vedyaḥ). Those who do not know this principle but who simply attach their faith to the Vedic rituals are called veda-vāda-ratāḥ.
Herein it is stated that the real religious principle is that which is given by the Supreme Personality of Godhead. That principle is stated in Bhagavad-gītā. Sarva-dharmān parityajya mām ekaṁ śaraṇaṁ vraja: one should give up all other duties and surrender unto the lotus feet of Kṛṣṇa. That is the real religious principle everyone should follow. Even though one follows Vedic scriptures, one may not know this transcendental principle, for it is not known to everyone. To say nothing of human beings, even the demigods in the upper planetary systems are unaware of it. This transcendental religious principle must be understood from the Supreme Personality of Godhead directly or from His special representative, as stated in the next verses.
Source: Srimad Bhagavatam 6.3.19