There are many misconceptions about this because some people do not study the Vedic texts properly and out of curiosity and half-knowledge makes some baseless conclusions like Lord Krishna died from just an arrow by Hunter Jara.
The Story of Jara shoots an arrow at Krishna’s lotus feet should be studied properly.
We should first understand how can a Greatest Kshatriya die from just an arrow which just hit the foot of Lord Krishna? Are the Kshatriyas so weak (I’m talking this on the material plane)? And the person who makes alive the son of his guru and took him back from the abode of Yama (the god of death) to his father (guru) can really die?
The story is as follows:
The Supreme Personality of Godhead said: Suffering the bondage of his past activity, My spiritual master’s son was brought here to you. O great King, obey My command and bring this boy to Me without delay.—
Yamarāja said, “So be it,” and brought forth the guru’s son. Then those two most exalted Yadus presented the boy to Their spiritual master and said to him, “Please select another boon.”—
Lord Krishna defeated Indra as well as Mahakala (The god of god of death) Shiva. //Lord Krishna is the original Mahakala as confirmed in the Bhagavad-gita.
When Lord Krishna defeated Lord Shiva and Banasura, Lord Shiva said:
You are the original person, one without a second, transcendental and self-manifesting. Uncaused, you are the cause of all, and You are the ultimate controller. You are nonetheless perceived in terms of the transformations of matter effected by Your illusory energy — transformations You sanction so that the various material qualities can fully manifest.—
Moreover, by the mercy of Lord Krishna, Hunter Jara went to the abode of Lord Krishna without leaving his body:
The Supreme Personality of Godhead said: My dear Jarā, do not fear. Please get up. What has been done is actually My own desire. With My permission, go now to the abode of the pious, the spiritual world. —
So instructed by the Supreme Lord Kṛṣṇa, who assumes His transcendental body by His own will, the hunter circumambulated the Lord three times and bowed down to Him. Then the hunter departed in an airplane that had appeared just to carry him to the spiritual sky. —
The Person, whose pastimes are divine, can he really die and that is too by just an arrow?
If we look at the eleventh canto of Srimad Bhagavatam carefully that when the hunter shot an arrow at Lord Krishna’s feet, he realized that He was the Lord, he was aghast. He came there, but there is no description that he removed the blood or he treated the wound over there. That arrow just touched the Krishna’s Lotus feet because his body is Fully Transcendental. He was actually very repentful and he was very prayerful, begging forgiveness. So actually it was just a Lila of the Lord to leave this material world.
When Krishna was talking with Daruka, Lord Krishna abandoned his four arm form and appeared in his own original two hand form, this is confirmed in the following verses of Srimad Bhagavatam (SB):
All the divine weapons of Viṣṇu rose up and followed the chariot. The Lord, Janārdana, then spoke to His chariot driver, who was most astonished to see all this.—SB 11.30.46 — O driver, go to Dvārakā and tell Our family members how their loved ones destroyed one another. Also tell them of the disappearance of Lord Saṅkarṣaṇa and of My present condition.SB 11.30.47 — You and your relatives should not remain in Dvārakā, the capital of the Yadus, because once I have abandoned that city it will be inundated by the ocean.SB 11.30.48 — You should all take your own families, together with My parents, and under Arjuna’s protection go to Indraprastha.SB 11.30.49 — You, Dāruka, should be firmly situated in devotion to Me, remaining fixed in spiritual knowledge and unattached to material considerations. Understanding these pastimes to be a display of My illusory potency, you should remain peaceful.SB 11.30.50 — Thus ordered, Dāruka circumambulated the Lord and offered obeisances to Him again and again. He placed Lord Kṛṣṇa’s lotus feet upon his head and then with a sad heart went back to the city.
After this incident, Lord Krishna manifests his last divine pastime and disappears from the material world:
Śukadeva Gosvāmī said: Then Lord Brahmā arrived at Prabhāsa along with Lord Śiva and his consort, the sages, the Prajāpatis and all the demigods, headed by Indra.—
The forefathers, Siddhas, Gandharvas, Vidyādharas and great serpents also came, along with the Cāraṇas, Yakṣas, Rākṣasas, Kinnaras, Apsarās and relatives of Garuḍa, greatly eager to witness the departure of the Supreme Personality of Godhead. As they were coming, all these personalities variously chanted and glorified the birth and activities of Lord Śauri [Kṛṣṇa]. —
O King, crowding the sky with their many airplanes, they showered down flowers with great devotion.—
Seeing before Him Brahmā, the grandfather of the universe, along with the other demigods, who are all His personal and powerful expansions, the Almighty Lord closed His lotus eyes, fixing His mind within Himself, the Supreme Personality of Godhead.—
Without employing the mystic āgneyī meditation to burn up His transcendental body, which is the all-attractive resting place of all the worlds and the object of all contemplation and meditation, Lord Kṛṣṇa entered into His own abode.—
As soon as Lord Śrī Kṛṣṇa left the earth, Truth, Religion, Faithfulness, Glory and Beauty immediately followed Him. Kettledrums resounded in the heavens and flowers showered from the sky.—
Most of the demigods and other higher beings led by Brahmā could not see Lord Kṛṣṇa as He was entering His own abode, since He did not reveal His movements. But some of them did catch sight of Him, and they were extremely amazed.—
Just as ordinary men cannot ascertain the path of a lightning bolt as it leaves a cloud, the demigods could not trace out the movements of Lord Kṛṣṇa as He returned to His abode.—
A few of the demigods, however — notably Lord Brahmā and Lord Śiva — could ascertain how the Lord’s mystic power was working, and thus they became astonished. All the demigods praised the Lord’s mystic power and then returned to their own planets.—
Lord Krishna says:
Although I am unborn and My transcendental body never deteriorates, and although I am the Lord of all living entities, I still appear in every millennium in My original transcendental form.—
There is another famous misconception about Hunter Jara that is he was a re-incarnation of Vali but there is no single statement from shastra to support such claim. Valmiki Ramayana says vali attained Moksha after getting killed by Lord Rama himself. You can read more in detail about Vali and his killing by Rama from :
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Thank you for reading, Hare Krishna !