Lord Krishna is the proven God. You should worship Him and follow His instructions.
“The whole cosmic order is under Me. By My will it is manifested again and again, and by My will it is annihilated at the end.” (Lord Krishna, Bhagavad-Gita 9.8)
“I am the source of all spiritual and material worlds. Everything emanates from Me. The wise who know this perfectly engage in My devotional service and worship Me with all their hearts.” (Lord Krishna, Bhagavad-Gita 10.8)
“Always think of Me and become My devotee. Worship Me and offer your homage unto Me. Thus you will come to Me without fail. I promise you this because you are My very dear friend. Abandon all varieties of religion and just surrender unto Me. I shall deliver you from all sinful reaction. Do not fear.” (Lord Krishna, Bhagavad-Gita 18.65-66)