adhiyajnah katham ko 'tra
dehe 'smin madhusudana
prayana-kale ca katham
jneyo 'si niyatatmabhih
adhiyajnah—the Lord of sacrifice; katham—how; kah—who; atra—here; dehe—in the body; asmin—in this; madhusudana—O Madhusudana; prayana-kale—at the time of death; ca—and; katham—how; jneyah—be known; asi—You can; niyata-atmabhih—by the self-controlled.
How does this Lord of sacrifice live in the body, and in which part does He live, O Madhusudana? And how can those engaged in devotional service know You at the time of death?
The Lord of sacrifice accepts Indra and Visnu. Visnu is the chief of the primal demigods, including Brahma and Siva, and Indra is the chief of the administrative demigods. Both Indra and Visnu are worshiped by yajna performances. But here Arjuna asks who is actually the Lord of yajna (sacrifice), and how is the Lord residing within the body of the living entity.
Arjuna addresses the Lord as Madhusudana because Krsna once killed a demon named Madhu. Actually these questions, which are of the nature of doubts, should not have arisen in the mind of Arjuna because Arjuna is a Krsna conscious devotee. Therefore these doubts are like demons. Since Krsna is so expert in killing demons, Arjuna here addresses Him as Madhusudana so that Krsna might kill the demonic doubts that arise in Arjuna's mind.
Now the word prayana-kale in this verse is very significant because whatever we do in life will be tested at the time of death. Arjuna fears that at the time of death, those who are in Krsna consciousness will forget the Supreme Lord because at such a time body functions are disrupted and the mind may be in a panic-stricken state. Therefore Maharaja Kulasekhara, a great devotee, prays, "My dear Lord, may I die immediately now that I'm healthy so that the swan of my mind may enter into the stem of Thy lotus feet." This metaphor is used because the swan often takes pleasure in entering the stem of the lotus flower—similarly, the mind of the pure devotee is drawn to the lotus feet of the Lord. Maharaja Kulasekhara fears that at the moment of death his throat will be so choked up that he will not be able to chant the holy names, so it is better to "die immediately." Arjuna questions how one's mind can remain fixed on Krsna's lotus feet at such times.