The best way to establish our relationship with the Lord
Because the relation of the body is very pleasing and natural, the Lord is more pleased when He is addressed as the son of Maharaja Nanda, the son of Yashoda, the lover of Radharani. This affinity by bodily relation with the Lord is another feature of reciprocating loving service with the Lord. Bhishmadeva is conscious of this sweetness of transcendental humor, and therefore he likes to address the Lord as Vijaya-Sakhe, Partha-Sakhe, etc., exactly like Nanda-nandana or Yashoda-nandana. The best way to establish our relation in transcendental sweetness is to approach Him through His recognized devotees. One should not try to establish the relation directly; there must be a via medium which is transparent and competent to lead us to the right path.
Srimad Bhagavatam 1.9.22 purport