Yudhishthira lost the game of dice. The Pandavas had to go to the forest for twelve years.
Bheema and Arjuna thought, "When will the period of exile end? When will it be that we fight a war with the Kauravas and get our kingdom back? And, when will we avenge Draupadi's dishonour?"
Arjuna thought, "Am I going to spend my youth like this in the forest?"
One day, Sage Vyasa came to meet the Pandavas. He knew what Arjuna had been thinking. He advised the Pandavas, "Send Arjuna to the Himalayas. He should please the gods and obtain their divine weapons and knowledge. You must use this time to collect the divine weapons that will be useful to you during a war in future."