इत्यहं वासुदेवस्य पार्थस्य च महात्मनः। संवादमिममश्रौषमद्भुतं रोमहर्षणम् ॥

ity ahaṁ vāsudevasya pārthasya cha mahātmanaḥ saṁvādam imam aśhrauṣham adbhutaṁ roma-harṣhaṇam

I heard this marvellous dialogue of Vâsudeva, and of the great-souled Partha, causing my hair to stand on end.

In plain words: Sanjaya, the narrator telling the story to the blind king, says he heard this amazing conversation between Krishna (Vasudeva) and the great Arjuna (Partha), and it made his hair stand on end.