My Analysis of Gita - 4: Krishna's instructions starts

While speaking learned words, you are mourning for what is not worthy of grief. Those who are wise lament neither for the living nor the dead.

Many of us can relate to Krishna’s word. So many times we hear sarcastic comment "you think you are intelligent". This normally makes us very alert because then we want to know what was wrong in what I said or did. By saying this one line Krishna has made Arjuna forget his grief and become attentive to what He is about to speak.

Never was there a time when I did not exist, nor you, nor all these kings; nor in the future shall any of us cease to be.
As the embodied soul continuously passes, in this body, from boyhood to youth to old age, the soul similarly passes into another body at death. A self-realized soul is not bewildered by such a change.
O son of Kunti, the nonpermanent appearance of happiness and distress, and their disappearance in due course, are like the appearance and disappearance of winter and summer seasons. They arise from sense perception, O scion of Bharata, and one must learn to tolerate them without being disturbed.
O best among men [Arjuna], the person who is not disturbed by happiness and distress and is steady in both is certainly eligible for liberation.
Those who are seers of the truth have concluded that of the nonexistent there is no endurance, and of the existent there is no cessation. This seers have concluded by studying the nature of both.
Know that which pervades the entire body is indestructible. No one is able to destroy the imperishable soul.
Only the material body of the indestructible, immeasurable and eternal living entity is subject to destruction; therefore, fight, O descendant of Bharata.
He, who thinks that the living entity is the slayer or that he is slain, does not understand. One who is in knowledge knows that the self slays not nor is slain.
For the soul there is never birth nor death. Nor, having once been, does he ever cease to be. He is unborn, eternal, ever-existing, undying and primeval. He is not slain when the body is slain.
O Partha, how can a person who knows that the soul is indestructible, unborn, eternal and immutable, kill anyone or cause anyone to kill?
As a person puts on new garments, giving up old ones, similarly, the soul accepts new material bodies, giving up the old and useless ones.
The soul can never be cut into pieces by any weapon, nor can he be burned by fire, nor moistened by water, nor withered by the wind.
This individual soul is unbreakable and insoluble, and can be neither burned nor dried. He is everlasting, all-pervading, unchangeable, immovable and eternally the same.
It is said that the soul is invisible, inconceivable, immutable, and unchangeable. Knowing this, you should not grieve for the body.

If, however, you think that the soul is perpetually born and always dies, still you still have no reason to lament, O mighty-armed.
For one who has taken his birth, death is certain; and for one who is dead, birth is certain. Therefore, in the unavoidable discharge of your duty, you should not lament.
All created beings are unmanifest in their beginning, manifest in their interim state, and unmanifest again when they are annihilated. So what need is there for lamentation?
Some look at the soul as amazing, some describe him as amazing, and some hear of him as amazing, while others, even after hearing about him, cannot understand him at all.
O descendant of Bharata, he who dwells in the body is eternal and can never be slain. Therefore you need not grieve for any creature.

Here Krishna have described our actual existence "Soul". We all are souls not body covering soul.

Considering your specific duty as a ksatriya, you should know that there is no better engagement for you than fighting on religious principles; and so there is no need for hesitation.
O Partha, happy are the ksatriyas to whom such fighting opportunities come unsought, opening for them the doors of the heavenly planets.
If, however, you do not fight this religious war, then you will certainly incur sins for neglecting your duties and thus lose your reputation as a fighter.
People will always speak of your infamy, and for one who has been honored, dishonor is worse than death.
The great generals who have highly esteemed your name and fame will think that you have left the battlefield out of fear only, and thus they will consider you a coward.
Your enemies will describe you in many unkind words and scorn your ability. What could be more painful for you?
O son of Kunti, either you will be killed on the battlefield and attain the heavenly planets, or you will conquer and enjoy the earthly kingdom. Therefore get up and fight with determination.
Do thou fight for the sake of fighting, without considering happiness or distress, loss or gain, victory or defeat—and, by so doing, you shall never incur sin.

Important thing to note here is that Krishna is again and again emphasing on Arjuna to fight. It is good to understand everything but until it is brought to application what is the use. All this knowledge is there for us to act correctly in life and for Arjuna fighting is correct decision which he has not taken. Hence Krishna while instructing also pursuing Arjuna to apply practically whatever knowledge He is imparting.

Thus far I have declared to you the analytical knowledge of Sankhya philosophy. Now listen to the knowledge of yoga whereby one works without fruitive result. O son of Prtha, when you act by such intelligence, you can free yourself from the bondage of works.

In this endeavor there is no loss or diminution, and a little advancement on this path can protect one from the most dangerous type of fear.
Those who are on this path are resolute in purpose, and their aim is one. O beloved child of the Kurus, the intelligence of those who are irresolute is many-branched.
Men of small knowledge are very much attached to the flowery words of the Vedas, which recommend various fruitive activities for elevation to heavenly planets, resultant good birth, power, and so forth. Being desirous of sense gratification and opulent life, they say that there is nothing more than this. In the minds of those who are too attached to sense enjoyment and material opulence, and who are bewildered by such things, the resolute determination of devotional service to the Supreme Lord does not take place. The Vedas mainly deal with the subject of the three modes of material nature. Rise above these modes, O Arjuna. Be transcendental to all of them. Be free from all dualities and from all anxieties for gain and safety, and be established in the Self. All purposes that are served by the small pond can at once be served by the great reservoirs of water. Similarly, all the purposes of the Vedas can be served to one who knows the purpose behind them.
You have a right to perform your prescribed duty, but you are not entitled to the fruits of action. Never consider yourself to be the cause of the results of your activities, and never be attached to not doing your duty.
Be steadfast in yoga, O Arjuna. Perform your duty and abandon all attachment to success or failure. Such evenness of mind is called yoga.
O Dhananjaya, rid yourself of all fruitive activities by devotional service, and surrender fully to that consciousness. Those who want to enjoy the fruits of their work are misers.
A man engaged in devotional service rids himself of both good and bad actions even in this life. Therefore strive for yoga, O Arjuna, which is the art of all work.
The wise, engaged in devotional service, take refuge in the Lord, and free themselves from the cycle of birth and death by renouncing the fruits of action in the material world. In this way they can attain that state beyond all miseries.
When your intelligence has passed out of the dense forest of delusion, you shall become indifferent to all that has been heard and all that is to be heard.
When your mind is no longer disturbed by the flowery language of the Vedas, and when it remains fixed in the trance of self-realization, then you will have attained the divine consciousness.

Above Krishna describes Yoga in brief. Yoga means addition. Adding oneself to supreme Lord. There is one Yoga only. There are various means. Example Dhyana: One has to concentrate his mind on Lord and think about Him to attain Yoga. If one follows this mechanism of Dhyana it is call Dhyana Yoga or joining oneself with Supreme Lord via Dhyana. Then Karma-Yoga is always dedicating all your Karma (action) to Lord, i.e., by joining oneself with Supreme Lord by working for Lord. Now if you are always working for Lord you are already concentration on Him always so you are also doing Dhyana-Yoga. Similarly when one have to do Dhyana he must go to forest and walking to forest is action (Karma) and sit in certain posture (again which is Karma) and why person is doing these Karma for Dhyana Yoga and hence automatically he has done Karma Yoga. Hence, Yoga is one means are various. Similarly, Bhakti-Yoga is performing devotional service again performing service means doing Karma and since one does for Supreme Lord automatically he does Karma-Yoga and Dhyana-Yoga. Same can be said about Jyana-Yoga.