The 21 day chandan yatra festival that is being celebrated in the temples of Sri Vrindavan dham has an amazingly wonderful story behind it, which shows the loving relationship of the Lord with his devotees.
When Sri Madhavendra Puri, the param guru of Sachinandan Sri Chaitanya Mahaprabhu, was residing and performing intense bhajan with deep affection for his beloved Lord Sri Shyamsundar in Govardhan, he once had a dream in which Sri Krishna appeared and instructed him to excavate the deity of Gopal from a nearby location. When Sri Madhavendra Puri went to the place with a few of the villagers, they found the deity of Sri Gopal, who was then installed in a beautiful temple atop Sri Giriraj Govardhan amidst a grand festival and the worship of Sri Gopal began under the supervision of Sri Madhavendra puri. After some time, he again had a dream in which Gopal came to him and instructed him to acquire chandan from Jagannath Puri, as he was feeling intense heat due to having been hidden for such a long time. Although being quite old at that time, he immediately set out to get chandan for his beloved Gopal. On the way, he went to remuna to take darshan of Sri Gopinath dev, the presiding deity of the place, and there he saw the pujari taking pots of Kshir to be offered to the Lord. Madhavendra puri at that time had a desire to taste the offering so that he may be able to offer a similar delectable offering to his Gopal in Govardhan, but considering this desire of his to be a great offense at the lotus feet of Gopinath, he immediately left the temple and went out to chant and stay for the night. At night, the pujari of Gopinath got a dream in which Gopinath told him that he had stolen a pot of sweet rice for his dear devotee Madhavendra puri and hidden it under his garment. He then instructed the pujari to go find Madhavendra Puri and give him the pot of sweet rice. The pujari immediately got up and went to the altar and saw that the lord had indeed stolen a pot of sweet rice for his devotee and he immediately went out to look for Madhavendra puri and gave him the Prasad, narrating to him the dream. After this beautiful pastime, Sri Gopinath became famous as Kshirchor Gopinath, having stolen Prasad for his dear devotee. From there Madhavendra Puri went to Jagannath puri, where the head preist of the Jagannath temple took him to the king of Puri, who provided him with the chandan that he required and two guards to carry that chandan back with him. On the way back, when he again visited remuna, Gopal came in his dream and instructed him to grind the chandan and apply it on Gopinath as Gopal and Gopinath are non-different and that by applying the chandan on Gopinath, Gopal too would feel cooled and satisfied. Madhavendra Puri than arranged for the chandan to be used in the service of Gopinath and from that day onwards this festival has been celebrated every year in the memory of this pastime of the Lord.