You must remember the one theme that runs through all the Vedas: “Just as by the knowledge of one lump of clay we know all the clay that is in the universe, so what is that, knowing which we know everything else?” This, expressed more or less clearly, is the theme of all human knowledge. It is the finding of a unity towards which we are all going. Every action of our lives — the most material, the grossest as well as the finest, the highest, the most spiritual — is alike tending towards this one ideal, the finding of unity.
A man is single. He marries. Apparently it may be a selfish act, but at the same time, the impulsion, the motive power, is to find that unity. He has children, he has friends, he loves his country, he loves the world, and ends by loving the whole universe. Irresistibly we are impelled towards that perfection which consists in finding the unity, killing this little self and making ourselves broader and broader. This is the goal, the end towards which the universe is rushing. Every atom is trying to go and join itself to the next atom. Atoms after atoms combine, making huge balls, the earths, the suns, the moons, the stars, the planets. They in their turn, are trying to rush towards each other, and at last, we know that the whole universe, mental and material, will be fused into one. (VI, 4- 5)
Swamiji explains further clarifying the above statement.
“The process that is going on in the cosmos on a large scale, is the same as that going on in the microcosm on a smaller scale. Just as this universe has its existence in separation, in distinction, and all the while is rushing towards unity, non-separation, so in our little worlds each soul is born, as it were, cut off from the rest of the world. The more ignorant, the more unenlightened the soul, the more it thinks that it is separate from the rest of the universe. The more ignorant the person, the more he thinks, he will die or will be born, and so forth — ideas that are an expression of this separateness.” (VI, 5)