अशास्त्रविहितं घोरं तप्यन्ते ये तपो जनाः। दम्भाहङ्कारसंयुक्ताः कामरागबलान्विताः ॥

aśhāstra-vihitaṁ ghoraṁ tapyante ye tapo janāḥ dambhāhankāra-sanyuktāḥ kāma-rāga-balānvitāḥ

The men who perform severe austerities, unenjoined by the Scriptures, wedded to vanity and egoism, impelled by the force of their desires and passions,

In plain words: Krishna begins describing people who do harsh, painful self-punishment that scripture does not ask for. They do it out of vanity and ego, driven by their desires and passions.