Bhagawan explains most beautifully :

You might wonder why the Gita was taught to Arjuna. Among the Pandavas, some of 
the other brothers, such as the oldest one, Dharmaraja, who was the very pillar 
of virtue, might be considered better qualified spiritually than Arjuna. Why 
was the sacred Gita not taught to Dharmaraja who was known for his outstanding 
moral strength?

Or if you were to consider physical prowess, then Bhima, who was the most 
powerful among the brothers, would surely have qualified for the teachings. 
Krishna could have given the Gita to Bhima, but he did not. Why not? Why did he 
give it only to Arjuna? You have to understand the inner significance of this.

Dharmaraja was the embodiment of righteousness, but he did not have foresight. 
He did not think about the future consequences of his actions. Only after 
events had already occurred, did he think about their consequences and feel 
sorry for what he had done. He had hindsight but not foresight. If you take 
Bhima, he, of course, had great physical strength, but he did not have much 
intelligence. He was able to uproot a tree, but he was lacking in 
discrimination.

Arjuna, on the other hand, had foresight. For example, Arjuna told Krishna, “I 
would rather be dead than fight against these people. It will mean so much 
suffering later on, even if we win the war.” In contrast to Arjuna’s anguish 
about all the suffering that would be brought on by this war, Dharmaraja was 
quite ready to get on with the battle, although later he felt deeply depressed 
about all the killing when the war was over. Years earlier, Dharmaraja had been 
pulled in to a royal game of dice, in which he lost everything, including his 
wealth, his kingdom, and even his wife. Afterwards, he was filled with great 
anguish and remorse.

Arjuna had Poorva Tapam, i.e., Arjuna worried about the consequences of war 
much before its commencement while Dharmaraja had Paschat Tapam i.e., he 
worried and felt annoyed about the consequences after the war was over.

OUR LIFE IS HIS MESSAGE

Sai Ram

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