Arjuna was one of five brothers and member fo the Pandava family. The Pandava family was a family of pure devotees of the lord, and therefore the Lord wanted them to rule the world. That was the reason He vanquished the rule of the company of Duryodhana  ( Kaurava family ) and established the rule of Maharaja Yudhisthira. Therefore, He also wanted to protect MaharajaPariksit, who was  laying in the embryo. He did not like the idea that the world should be without the Pandavas, the ideal family of pure devotees.
 
 

When Arjuna was a young boy, he along with all his brothers and cousins ( the Kaurava ) studied and playedtogether. Even so,  his cousin Duryadhan was very jealous and inimical toward the pandava.  Arjuna became expert in Archery and his skill became un surpassed by anyone in the world.  He understandably; the favorite of all his teachers and this burned in Duryadhons heart. Eventually a world war came to be and one party was on the side of Arjuna and the other was on the side of Duryadhona. The Gita takes place at that time,  just moments before the war started.

Arjuna was put into ignorance on the Battlefield of Kurukshetra just to question Lord Krsna about the problems of life so that the Lord could explain them for the benefit of future generations of human beings and chalk out the plan of life. Then man could act accordingly and perfect the mission of human life.    Bhagavad-gita was spoken to liberate one from the bodily conception of life and to establish pure devotion, and Arjuna put himself in this position in order to receive this information from the Lord. One must become free from the bodily conception of life; that is the preliminary activity for the transcendentalist. One who wants to become free, who wants to become liberated, must first of all learn that he is not this material body. Mukti, or liberation, means freedom from material consciousness.

  All the instructions of Bhagavad-gita are intended to awaken pure consciousness, and therefore we find at the last stage of the Gita’s instructions that Krsna is asking Arjuna whether he is now in purified consciousness. Purified consciousness means acting in accordance with the instructions of the Lord. This is the whole sum and substance of purified consciousness. Consciousness is already there because we are part and parcel of the Lord, but for us there is the affinity of being affected by the inferior modes of nature. But the Lord, being the Supreme, is never affected. That is the difference between the Supreme Lord and the small individual souls.

  The example of clear understanding is there in the Bhagavad-gita itself, in the way the teaching is understood by Arjuna, who heard the Gita directly from the Lord. If someone is fortunate enough to understand Bhagavad-gita in that line of disciplic succession, without motivated interpretation, then he surpasses all studies of Vedic wisdom, and all scriptures of the world. One will find in the Bhagavad-gita all that is contained in other scriptures, but the reader will also find things which are not to be found elsewhere. That is the specific standard of the Gita. It is the perfect theistic science because it is directly spoken by the Supreme Personality of Godhead, Lord Sri Krsna.

  Except the five Pandava brothers, everyone died on the Battlefield of Kuruksetra. Maharaja Pariksit was at that time within the womb of his mother. His father, Abhimanyu, the son of Arjuna, also died on the Battlefield of Kuruksetra, and so Maharaja Pariksit was a posthumous child.