Lord Krishna is Sanatan (meaning that which is eternal and never-ending). One who is Anadi (without beginning) and Ananta (without end) is called Sanatan. It means that which has always existed and is ever present. No one knows where it began. Such is the knowledge that Lord Krishna gave.
Lord Krishna tells Arjuna – ‘I and you have taken birth several times, but I remember all those lifetimes and you do not. We are both Anadi – no one knows how many times we have incarnated and taken birth here. We come in this world, we depart from it, and we will come again’.