Actually Lord Ṛṣabhadeva had no material body, but due to yoga-māyā He considered His body material, and therefore, because He played like an ordinary human being, He gave up the mentality of identifying with it. Following this principle, He began to wander all over the world. While traveling, He came to the province of Karṇāṭa in South India and passed through Koṅka, Veṅka and Kuṭaka. He had no plan to travel this way, but He arrived near Kuṭakācala and entered a forest there. He placed stones within His mouth and began to wander through the forest, naked and with His hair disheveled like a madman.
Srimad Bhagavata Purana
श्रीमद्भागवतमहापुराणम्
मूल श्लोकः
तस्य ह वा एवं मुक्तलिङ्गस्य भगवत ऋषभस्य योगमायावासनया देह इमां जगतीमभिमानाभासेन सङ्क्रममाणः कोङ्कवेङ्ककुटकान् दक्षिणकर्णाटकान् देशान् यदृच्छयोपगतः कुटकाचलोपवन आस्यकृताश्मकवल उन्माद इव मुक्तमूर्धजोऽसंवीत एव विचचार
tasya ha vā evaṃ muktaliṅgasya bhagavata ṛṣabhasya yogamāyāvāsanayā deha imāṃ jagatīmabhimānābhāsena saṅkramamāṇaḥ koṅkaveṅkakuṭakān dakṣiṇakarṇāṭakān deśān yadṛcchayopagataḥ kuṭakācalopavana āsyakṛtāśmakavala unmāda iva muktamūrdhajo'saṃvīta eva vicacāra
SB 5.6.7