Krishna sums up fun as the other, delightful side of this spirit : naughtiness is close to holiness; nothing matters but love.

The Lord has stolen the clothes of the gopis, the country wenches, under the pretext of their transgression of some sacred law.  They must each stand before him and beg forgiveness with folded hands, so they cannot hide their precious sex and their excellent breasts. 

The Lord is instructing His children : there's nothing to be ashamed of in our beautiful bodies.  They are the temples of our spirits and built with appropriate beauty, never less than the exquisite skill of a supreme craftsman, who knows His business.