The peacocks can be compared to persons who are very much harassed in the materialistic way of life. If they can find the association of a person engaged in the loving devotional service of the Lord, they become enlightened and dance just like peacocks. We have practical experience of this: many of our students were dry and morose previous to their coming to Krsna consciousness, but having come into contact with devotees, they are now dancing like jubilant peacocks.
From Srila Prabhupada's Krsna Book, Ch. 20: Description of Autumn