After staying for a few days in Ahmedabad, he journeyed on to Wadhwan in Kathiawar, where he visited the old temple of Ranik Devi. The story behind the building of this temple runs thus: Ranik Devi was a beautiful girl born in the Junagadh territory, when Raja Sidh was ruling Patan State. She was betrothed to him, but the ruler of Junagadh, Ra Khengar, was in love with her. He abducted and married her. This caused a deadly feud between the two chieftains. In time Raja Sidh invaded Junagadh and slew Ra Khengar. When Ranik Devi heard of the death of her husband, and of the invader's wish to marry her, she performed sati; that is, to protect her chastity she oftered herself into fire at the cremation of her beloved hushand. In her memory the hroken-hearted conqueror raised the temple. Visiting it, and knowing how it came to be built, the Swami could not but ponder on the sanctity of the marriage relationship as viewed in the Hindu tradition.

After spending some days at Wadhwan, the Swami went on to Limbdi, the chief town of the cotton producing State of that name. As he went, he begged his food from door to door, slept where he could find shelter, and lived as chance dictated.

On arriving at Limbdi itself, he learned that there was a place where sadhus lived. It was somewhat isolated, but the sadhus welcomed him warmly and urged him to stay with them as long as he wished. Tired and hungry after his long marches, he accepted the invitation. He had no idea of the character of the place. What was his horror to find, after he had been in the house for a few days, that the inmates belonged to a degenerate group of sex-worshippers. He could hear the prayers and incantations of women as well as of men in the adjoining room. His first thought was to leave the place at once; but to his bewilderment he found that he was locked in, and that a guard had been set to prevent his escape. The high priest of the sect summoned him and said, "You are a sadhu with a magnetic personality. Evidently you have practised Brahmacharya [celibacy] for years. Now you must give us the fruit of your long austerity. We shall break your Brahmacharya in order to perform a special type of spiritual practice, and thereby acquire for ourselves certain psychic powers."

The Swami was shaken; but he kept his presence of mind, showed no sign of anxiety, and seemingly took the matter lightly. Among the Swami's devotees was a boy who used to come frequently to see him. Through him the Swami sent a note to the Thakore Saheb, the Prince of the State, explaining his predicament and asking for help. The boy hurried to the palace and managed to deliver the note to the Thakore Saheb himself. The latter immediately sent some of his guards to the Swami's rescue.

Afterwards, on the Prince's invitation the, Swami took up his residence in the palace. While in Limbdi, he held many discussions in Sanskrit with the local pandits. His Holiness the Shankaracharya of the Govardhan Math, Puri, bore witness to this. He was astonished at the young monk's learning, and at his breadth of understanding and sympathy.

The life of the Thakore Saheb Jaswant Singhji of Limbdi, written in Gujarati and published in l896 reveals that it was from the Thakore Saheb that the Swami first got the idea of going to the West in order to preach Vedanta. The Thakore Seheb, a strong upholder of the Sanatana Dharma and, at the same time a man of progressive views, had himself been to England and America a few years earlier. He was thrilled to hear the Swami's religious discourses and to have discussions with him on various matters.