Pandavas Exiled to Forest

Thus losers in the deceitful act of gambling, and insulted by Kauravas, the Pandavas started for their exile in forest. Vidura told Yudhisthira to allow mother Kunti to stay back as she was old and weak. Yudhisthira agreed. Draupadi, however, accompanied her husbands to the forest. A few Brahmins and sage Dhaumya also went with them.
The Pandavas reached Kamyak Forest and decided to rest there for a while.
The news of their exile reached Sri Krishna, the ruler of Dwaraka. He was related to Pandavas as a cousin brother and was their friend, saviour, and guide. Moreover, Draupadi always treated him as her elder brother.
Sri Krishna reached Kamyak forest to Pandavas and Draupadi. After inquiring about their well being, he advised Pandavas to be vigilant and not lose heart. The ordeal they had to face was for their good, as "experience is the only source of knowledge". Good and bad experiences are essential to get correct perspective and fulfillment of life. Suffering and sorrows bring requisite feeling of renunciation essential to seek higher goal in life.

Draupadi Questions Krishna About Dharma
But the recent insult at the hands of Duryodhana and Karna was fresh in the mind of Draupadi. She had also not forgotten scornful laughter of Dhritarashtra and Shakuni. All these memories made Draupadi emotional and angry. Opening her heart to the Lord, she said in anguish:
"O Krishna, how is it that this Draupadi, sister of the Lord of Universe and wife of five brave, powerful and invincible Pandavas has to go through such horrible time? Was that not their duty to protect me and punish the miscreants? Was that fair on the part of Dhritarashtra to allow Dushasana to drag me by hair and attempt to remove my only clothing? Does Yudhisthira has right to put me at stake when he himself had become slave of Duryodhana? And even if the husband becomes slave does he lose right to come to the rescue of his wife; does he lose the right to protect the honour of his wife?"
The barrage of questions affected Sri Krishna Intensely. With due seriousness he proclaimed, "O dear sister, do not grieve. I promise you that every Kaurava woman would shed more tears than what you have shed; for the non-righteous Kauravas and their supporters in this shameful act are sure to perish at the hands of Pandavas very soon."
Thus we see the shadow of impeding great war of Kurukshetra in the speech of Lord Krishna.
One more thing of interest was told by Sri Krishna. He said that had he been there in the court of Dhritarashtra during the game of dice, he would not have allowed the game in the first place. He would have impressed upon everyone, including Bhishma and Dhritarashtra, how gambling leads to total corruption and degeneration of the race. He would have forcefully prohibited Duryodhana from engaging in such vice. Gambling, smoking, drinking, hunting, and prostitution are the curse on humanity which every righteous person should labour to avoid. The persons who engage in these acts are doomed to destruction and moral death.