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Drona was an exceptional fighter in the Mahabharata war and was unkillable on the battlefield. So to kill him, Krishna told the Pandavas to lie that Drona's son, Ashvattama, was killed, so that Drona would stop fighting and Drishtyadumna would kill Drona. Krishna says:

This foremost of all bowmen is incapable of being ever vanquished by force in battle, by the very gods with Vasava at their head. When, however, he lays aside his weapons, he becomes capable of being slain on the field even by human beings. Casting aside virtue, ye sons of Pandu, adopt now some contrivance for gaining the victory, so that Drona of the golden car may not slay us all in battle. Upon the full of (his son) Aswatthaman he will cease to fight, I think. Let sonic man, therefore, tell him that Aswatthaman, hath been slain in battle.

In that same passage, Krishna also says that lying in such a situation is not a sin, and advises Yudhishthira to lie to Drona:

"Meanwhile, O monarch, Govinda, knowing that Drona, that foremost of warriors, was capable of sweeping all the Pandavas off the face of the earth, became much distressed. Addressing Yudhishthira he said, 'If Drona fighteth, filled with rage, for even half-a-day, I tell thee truly, thy army will then be annihilated. Save us, then, from Drona. under such circumstances, falsehood is better than truth. By telling an untruth for saving a life, one is not touched by sin. There is no sin in untruth spoken unto women, or in marriages, or for saving king, or for rescuing a Brahmana.'

The Pandavas listened to Krishna's advice and lied to Drona that his son died.

However, after the war was over, the Pandavas were punished for this specific act of deception and were punished for this sin by experiencing an illusion of hell! This is what Yama told Yudhishthira in hell:

O son of Pritha, thy brothers, O king, were not such as to deserve Hell. All this has been an illusion created by the chief of the gods.

Thou hadst, by a pretence, deceived Drona in the matter of his son. Thou hast, in consequence thereof, been shown Hell by an act of deception. After the manner of thyself, Bhima and Arjuna, and Draupadi, have all been shown the place of sinners by an act of deception.

The question is, why would Krishna, the supreme Brahman, tell the Pandavas to lie, and then punish them for it!?

Source

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    @YDS They went to Swarga after they were first punished in hell. Literally Yama says it right here, "Thou hadst, by a pretence, deceived Drona in the matter of his son. Thou hast, in consequence thereof, been shown Hell by an act of deception. After the manner of thyself, Bhima and Arjuna, and Draupadi, have all been shown the place of sinners by an act of deception." – Ikshvaku Jul 31 '18 at 1:33
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    No they didn't go in Hell at all...that was just an illusion... "O son of Pritha, thy brothers, O king, were not such as to deserve Hell. All this has been an illusion created by the chief of the gods."...pls read related Q's once... – YDS Jul 31 '18 at 1:35
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    @YDS It says that the illusion of hell was created as a punishment because of his Yudhishthira's act of deception, so the question still remains, why did Krishna punish the Pandavas for lying when he told them to lie? – Ikshvaku Jul 31 '18 at 2:26
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    Possible duplicate of Meaning of Krishna's advice to Yudhisthira before Drona Vadh – iammilind Jul 31 '18 at 10:59
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The question is, why would Krishna, the supreme Brahman, tell the Pandavas to lie

Krishna asked Yudhishthira to speak untruth because under such circumstances, falsehood is better than truth and is explained in the passage at the end of this answer. Note that, in this context, he asked only Yudhishthira to speak untruth not asked to all Pandavas.

and then punish them for it!?

Yudhishthira got punishment of watching illusion of hell because of the reason that he didn't follow the instruction of Krishna due to the fear of untruth. Yudhishthira distinctly said that Aswatthaman was dead, adding indistinctly the word elephant (after the name). Krishna didn't ask to say the word elephant, but Yudhishthira told. This is the reason for punishment to Yudhishthira's act of deception towards Krishna. Note that Yudhishthira got such punishment of watching illusion of hell due to the act of deception, not for speaking untruth.

The following passage will explain in detail, the deception by Yudhishthira.

"Meanwhile, O monarch, Govinda, knowing that Drona, that foremost of warriors, was capable of sweeping all the Pandavas off the face of the earth, became much distressed. Addressing Yudhishthira he said, 'If Drona fighteth, filled with rage, for even half-a-day, I tell thee truly, thy army will then be annihilated. Save us, then, from Drona. under such circumstances, falsehood is better than truth. By telling an untruth for saving a life, one is not touched by sin. There is no sin in untruth spoken unto women, or in marriages, or for saving king, or for rescuing a Brahmana.' While Govinda and Yudhishthira were thus talking with each other, Bhimasena (addressing the king) said, 'As soon, O monarch, as I heard of the means by which the high-souled Drona might be slain, putting forth my prowess in battle, I immediately slew a mighty elephant, like unto the elephant of Sakra himself, belonging to Indravarman, the chief of the Malavas, who was standing within thy army. I then went to Drona and told him, 'Aswatthaman has been slain, O Brahmana! Cease, then, to fight. Verily, O bull among men, the preceptor did not believe in the truth of words. Desirous of victory as thou art, accept the advice of Govinda. Tell Drona, O King, that the son of Saradwat's daughter is no more. Told by thee, that bull among Brahmanas will never fight. Thou, O ruler of men, art reputed to be truthful in the three worlds.' Hearing those words of Bhima and induced by the counsels of Krishna, and owing also to the inevitability of destiny, O monarch, Yudhishthira made up his mind to say what he desired. Fearing to utter an untruth, but earnestly desirous of victory, Yudhishthira distinctly said that Aswatthaman was dead, adding indistinctly the word elephant (after the name), Before this, Yudhishthira's car had stayed at a height of four fingers' breadth from the surface of the earth; after, however, he had said that untruth, his (vehicle and) animals touched the earth. Hearing those words from Yudhishthira, the mighty car-warrior Drona, afflicted with grief, for the (supposed) death of his son, yielded to the influence of despair. By the words, again, of the Rishis, he regarded himself a great offender against the high-souled Pandavas. Hearing now about the death of his son, he became perfectly cheerless and filled with anxiety; upon beholding Dhrishtadyumna, O king, that chastiser of foes could not fight as before.'"

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