These different types of bodies are explained in Bhagavad-gītā (13.22) :

puruṣaḥ prakṛti-stho hi bhuṅkte prakṛtijān guṇān kāraṇaṁ guṇa-saṅgo ’sya sad-asad-yoni-janmasu

“The living entity in material nature follows the ways of life, enjoying the three modes of nature. This is due to his association with that material nature. Thus he meets with good and evil among various species.”

Because of associating with the modes of nature, the living entity gets a variety of bodies from the 8,400,000 forms. It is clearly explained herein that the living entity has a little independence, indicated by the word sva-dṛk, meaning “one who can see his own welfare.” The living entity’s constitutional position is very minute, and he can be misled in his choice. He may choose to imitate the Supreme Personality of Godhead. A servant may desire to start his own business and imitate his master, and when he chooses to do so, he may leave the protection of his master. Sometimes he is a failure, and sometimes he is successful. Similarly, the living entity, part and parcel of Kṛṣṇa, starts his own business to compete with the Lord. There are many competitors out to attain the Lord’s position, but to become like the Lord is not at all possible. Thus there is a great struggle for existence with the material world as different parties try to imitate the Lord. Material bondage is caused by deviation from the service of the Lord and attempts to imitate Him. The Lord is imitated by Māyāvādī philosophers, who try to become one with the Lord in an artificial way. When the Māyāvādī philosophers think of themselves as liberated, they are under the delusion of mental concoction. No one can become one with or equal to God. To imagine this is to continue one’s bondage in material existence.