The sources of Krishna Mythology are epics like Mahabharata and the Puranas. They relate to the fact how Lord Krishna (meaning as black as cloud) was born as the son of Vasudeva and Devaki. Since the prophecy forced both the parents to be confined to jail, Vasudeva was able to get Krishna away from Mathura to Gokul.
Lord Krishna began his childhood in Vrindavan and then spend a few years in Mathura. Afterwards, till his end, he lived at Dwarka as Dwarakadhish.