He proclaimed that Srimad Bhagavata is the explanation of Vedanta Sutra by the author Vedavyasa, himself. Taking this clue from him, his immediate followers, the Gosvamis of Vrindavan, did not compose commentaries on the prasthana-trayi, but wrote commentaries on Srimad Bhagavatam, and books and essays based on it.
Although Caitanya Mahaprabhu is Krsna Himself and was fully absorbed in the mood of Srimati Radharani, before manifesting this mood, He also underwent rigorous study of the scriptures and was known as a pandita, or scholar. The same is true about His immediate intimate followers, the Gosvamis. They were all learned in scriptures. It is only later that they led the life of renunciates, but even then they did not completely give up the culture of scriptural knowledge. This is evident from the enormous amount of literature they produced while living in Vrindavan.
Every school, whether a parampara or a sant-math, has two aspects: the theoretical aspect and the practice done to attain the desired goal. To practice correctly, a proper understanding of siddhanta and the practice itself is compulsory. If one is not clear about these or has misconceptions, it will reflect on one’s practice and thus one is liable to miss the goal. For this reason, study of the foundational books or one’s parampara is of the utmost importance.