Pariksha was the word used by everyone for the ‘quest’ in which the child was engaged, and so, even before the formal naming Ceremony, everyone both in the palace and outside it, began referring to the child as the ‘Parikshit’, ‘he who is engaged in Pariksha!’ (Bhag Vahini, p. 14)
Vyasa said ‘Yudhishithira, when this child was in the womb, the deadly arrow that Ashwatthama aimed at it in order to destroy it, was about to hit its target. Lord Krishna entered the foetal home and made it safe and saved it from destruction. This child, therefore, has been eager to know who had saved him from within the womb where he lay. He started examining everyone to find out whether he had the same effulgence that he had seen, while a foetus in the womb. Today he saw that Divine Form with all its splendour and so he moved straight towards Him and prayed to be taken up and seated on the lap. This is the explanation for the strange and unique behaviour of the child about which you are curious to know. (Bhag Vahini, p. 22)