One who seeks shelter at the lotus feet of Lord Krishna, is immediately protected by the Lord. As the Lord promises in Bhagavad Gita (18.66), aham tvaam sarva-paapebhyo mokshayisyaami maa sucah : “ I shall deliver you from all sinful reactions. Do not fear.” By taking shelter of Lord Krishna, one comes under the safest protection.
The living entity’s position is to be under the protection of the illusory energy or under Krishna’s personal protection. When a living entity is fully surrendered, he is under the direct protection of Krishna and Krishna gives him all the intelligence by which he can advance in spiritual realization.
Devotees generally do not fall down, but if circumstantially they do, the Lord, because of their strong attachment to Him, gives them protection in all circumstances.
Krishna wants to test your determination, how much faith you have. Sometimes there is a risk of life in devotional service. Can you take risk? You can take risk only if you have faith that Krishna will protect me.
Devotees apparently go through some difficulities at a time but those difficulties do not affect them by any means because they are always protected by Krishna's merciful embrace.
Real protection is an expression of real affection and respect.