A devotee is always begging the Lord for His mercy.
When we will be in the condition to offer everything to Krishna, then we are qualified to receive Krishna's mercy.
Our own endeavours can only take us to a certain level but ultimate goal will be attained only by the mercy of Vaishnavas and mercy of Krishna.
If one is prepared to accept His mercy unlimitedly, then He is prepared to give it unlimitedly.
A Second Chance, Chapter 16,
My Lord, if one is favored by even a slight trace of the mercy of your lotus feet, he can understand the greatness of your personality.
Krishna is merciful but Lord Caitanya is Mahavadanyay, that is, the most merciful. We are the most fallen ones; therefore we should seek Mahaprabhu’s mercy.