In Bhakti yoga or Krishna consciousness, we practice our sadhana in a mood of shelter. When we chant the Hare Krishna mahamantra, we don't simply chant like the mayavadis or at least this is not how it should be done. Mayavadis chant in a ritualistic manner like in repeating names, thats all. Externally it may look the same but pure devotees are not repeating names, they are calling out names of Krishna in a mood of shelter, "Oh Lord, I am so fallen, please give me shelter at your Lotus Feet." This feeling of helplessness and dependency purifies our consciousness of false-pride and invokes instead a sense of humility.
The more we feel dependent the more we will not struggle in this world to exist. The less we struggle, the more peaceful we become. The more peaceful we become, the happier we become. This is the difference. A devotee always approaches Krishna in a sense of dependency and shelter.