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I have gone through Hindu Mythological books and found that Bhagwat Gita is told only to Arjuna by Lord Krishna at Kurukshetra.
Is there any specific reason of not telling Bhagwat Gita to anyone else other than Arjuna?
If Bhagwat Gita is complete knowledge of KARMA then why didn't Lord Krishna give that knowledge to all Kauravas and Pandavas?
Due to two reasons. First one is, Arjuna asked Shri Krishna as a disciple surrendering to Him, but others like the Kauravas or other Pandavs didn't ask Him like a disciple:
kārpaṇya-doṣopahata-svabhāvaḥ pṛcchāmi tvāṁ dharma-sammūḍha-cetāḥ
yac chreyaḥ syān niścitaṁ brūhi tan me śiṣyas te ’haṁ śādhi māṁ tvāṁ prapannam [BG -2.7]Meaning
Now I am confused about my duty and have lost all composure because of miserly weakness. In this condition I am asking You to tell me for certain what is best for me. Now I am Your disciple, and a soul surrendered unto You. Please instruct me.
And like Vishu has pointed out in his answer, Shri Krishna did tell the Karma Yoga to Sun god and then the Sun god to his son Vaivasvata Manu and so on, but it got lost in course of time [BG - 4.1,2]. So He again told that secret yoga only to Arjuna because Arjuna was both a friend and devotee of Him. The Gita gives this specific reason in the following verse:
sa evāyaṁ mayā te ’dya yogaḥ proktaḥ purātanaḥ
bhakto ’si me sakhā ceti rahasyaṁ hy etad uttamam [BG - 4.3]Meaning
That very ancient yoga is today told by Me to you because you are My devotee as well as My friend and can therefore understand the transcendental mystery of this science.
It is mentioned in Bhagavat Geeta itself that, 'Bhagavat Geeta' was first revealed/told to the Sun god by The Lord Sri Krishna himself and The Sun god told it to the Manu and then Manu told it to Iksvaku, but the line/chain was discontinued, and again Sri Krishna told it to Arjuna when it was the right time to reveal the Bhagavat Geeta. Sanjaya, who got Divyadrishti (Divine Vision) from Sage Ved Vyasa, also listened the Bhagavat Geeta told by Lord Krishna to Arjuna using his Divyadrishti and narrated the same to Dritharashtra.
The THREE others were
It is well know that Arjun is not the only recipient of Bhagavad Gita from pervious discussion. But Why Arjuna and not any body else like Wise Bhishma or the Great Yudhistira or the might Bhima.
In case of Bhishma,he was well aware that justice is on the side of the Pandavas and has even made a public proclamation too. However he supported the Kaurava army. Thus there is lack of unison of his thought, word and deed.
While Yudhistira, though a noble soul, he lacked the foresight and regret for his past mistakes(Paschattapa ). On the other hand, Bhima, who has tremendous physical prowess, unfortunately has a deficiency in intellectual strength(the greatest strength of all).
We need to understand that trikarana suddhi(harmony between thoughts, words and deeds) is fundamental step in spiritual growth which Bhisema lacked. Whereas Dharmaraja was not very wise to concern for the future(purvatapa). Finally man without the power of discrimination cannot absorb subtle teaching of Gita.
But Arjuna was concerned with the future( that is reason he questions the Lord about the aftermath of the battle). Arjuna possessed a sharp intellect capable of grasping spiritual profundities in comparison to Bhima. Above all Arjuna listened to Krishna with implicit faith and self-confidence. Also He surrendered himself absolutely to the Lord. Arjuna becomes a saranagata.
Arjuna was Anasuya:
Knowledge will be different at different levels of consciousness. At a particular level of consciousness you will become anasuya. Anasuya is devoid of fault-finding eyes. If a mirror is dusty, you need a duster to clean it. But if your eyes have a cataract, any amount of dusting will not help. So first you have to remove the cataract. Then you can see that the mirror is already clean.
There is a certain mind set that always finds fault, even in the best conditions in the world. When you give a person with this mind set the best, they still find faults. Even with the best possible companion, or the most beautiful painting, they will still find something wrong. That kind of mind set cannot know the sacred Knowledge. Krishna tells Arjuna that he is giving him the Royal Secret, because he is anasuya. "You are not finding fault in Me, even though you are so close."
From a distance, even craters cannot be seen. Even on a smooth surface there will be holes. If you are only interested in the holes, you will not see the magnanimity of things. If you are not in anasuya, Knowledge cannot blossom in you. Then there is no point in giving Knowledge.
Question: What about discrimination -- Wisdom?
Answer: If it is in your vision, your vision will find discrimination. The moment you are out of the path, everything is all wrong, that is not anasuya. For example, you have a friendship, and after 10 years you decide to leave. When you leave, you do not see the good in that relationship. You find fault. This is not anasuya.
However, once you discover you have the wrong vision, half of the wrong vision has already disappeared. There is a fine line here. There cannot be any better example than the cataract. Instead of saying, "My vision is blurred," you say, "The whole world is not sharp." Suppose someone is coming in. It is windy, so you shut the door. But the person thinks the door has been slammed in his face! This is asuya. It is not anasuya. Most of the population is like this.
Asuya is finding fault. It is seeing malicious intent everywhere. It is like a child who says, "Mother, you don't love me!" The child's vision is wrong. If the mother does not love the child, who will? It is the same as if someone comes and says, "Guruji, you don't love me!" If I don't love them, forget about it. Nobody else in the world will! Where else will they find love? Nowhere. A mother may get frustrated but not a Master.
Question: It seems as though you can't have anasuya unless you are enlightened?
Answer: Not always. This is an excuse. To get enlightenment, you must have this vision.
From a talk by Sri Sri Ravi Shankar: http://riteshjgd.tripod.com/GuruGanga.html#b11
Lord Krishna told this to Surya who told it to Manu, who told it to Ikshvaku and from him, generations after generations of royal sages knew that but it became lost.
https://www.sacred-texts.com/hin/m06/m06028.htm
"The Holy One said,--'This imperishable (system of) devotion I declared to Vivaswat: Vivaswat declared it to Manu; and Manu communicated it to Ikshaku. Descending thus from generation, the Royal sages came to know it. But, O chastiser of foes, by (lapse of a) long time that devotion became lost to the world. Even the same (system of) devotion hath today been declared by me to thee, for thou art my devotee and friend, (and) this is a great mystery.'
So, Arjuna was not the first person to know Bhagavad Gita
