Lord Krsna is teaching Arjuna how one can remain in his position. Never mind whatever he is, still he can become perfectly in Krsna consciousness. That is the whole substance of the teachings of Lord Krsna. Sri Caitanya Mahaprabhu also. He never asked anybody to change his position. He simply recommended that you associate with pure devotees and hear from him. That's all. Sri Caitanya Mahaprabhu never asked anybody that "You first of all..."
Lecture on Bhagavad-gita 3.1-5, Los Angeles, December 20, 1968