The inside of Lord Krishna is Shiva. When Krishna is speaking it is the Shiva aspect that is speaking through Him. Beyond the scene is the senses, beyond that is the mind, hidden behind that is the intellect and beyond that is the light of the Self. The Self is infinite like space & contains everything.
A real Guru makes you confused and makes you doubt. When you move through this confusion and doubt, then you become unshakable. This is what Lord Krishna systematically does to Arjuna – moves him from confusion to confusion to the Ultimate Reality! Confusion means what you thought to be is not. Your belief foundation shakes. You can move on to newer, more enlightened versions of reality. Arjun says, “Don’t confuse me more, tell me one thing to do to follow.” Krishna says, “it just seems different, it’s actually all the same.”
Don’t think that surrender will take away your happiness. You ARE happiness. Nothing can take that away from You. When you feel belongingness with all, in the depth of this feeling you will recognise that you know every one from a long time ago.