The self (soul, jiva, atma) is beginningless and endless. All selves coexist eternally with the supreme self, Krishna. We’re His inseparable parts; He has always existed, and so have we. Our natural home is with Krishna in the spiritual world, where everything and everyone is permanent, enlightened with knowledge, and full of perfect happiness.
So how did we get to be here—in the material world—where everything is temporary, and where even after twenty years of education we don’t know how to be happy?
Our sources say that at some point we made a choice to turn away from Krishna—and away from our eternal life in the spiritual world—just because we could. We think, “Why should Krishna be God? Why can’t I be God?” So Krishna obligingly provides us with an environment where we can imagine ourselves as the center of existence.