Bhagavad Gita Verse 6, Chapter 5

sannyaasastu mahaabaaho duhkhamaaptumayogataha |
yogayukto munirbrahma nachirenaadhigachchati || 6 ||
 
For renunciation, O mighty-armed, is difficult to attain without yoga. The contemplative person established in yoga swiftly attains the eternal essence.
 
sannyaasaha : renunciation
tu : for
mahaabaaho : O mighty-armed
duhkham : difficult
aaptum : to obtain
ayogataha : without yoga
yogayuktaha : established in yoga
munih : contemplative person
brahma : eternal essence
nachirena : swiftly
adhigachchati : attains
 
In this shloka, Shri Krishna says that for a seeker that has not fully exhausted his desires, bypassing the first stage of karmayoga will make attainment of the eternal essence difficult. The best option is to start with karmayoga, because like the yoga of knowledge, it too will yield the same result of self-realization.
 
To understand this, let us examine a different question: Why are there so few PhDs in the world? It takes a certain kind of person to obtain a PhD. One has to be ready to spend most of their life in a lab. One has to do what it takes to get their experiment right. They have to survive on their petty stipend for several years. And all this is for the sole objective of discovering something that benefits mankind.
 
Similarly, not many people can minimize their worldly activities so much that they retire to an ashram to gain knowledge from a teacher. For most of us, the pull of our desires is so strong that we will continue to work in this world. Therefore, liberation has to come from our actions, not through renunciation.
 
Furthermore, Shri Krishna also mentions a caveat about action. One should not perform actions just like that. Karmayoga advocates thoughtful action, where one thinks before one acts. The biggest obstacle in moving forward spiritually is our ego. It creates selfish desires that move us towards the material world. So when we performs actions thoughtfully, in other words, when we ensure that our actions are performed without attachment towards the result, our selfish desires automatically get slowly eliminated.