Both the eternally liberated (nitya-siddha) and those eternally conditioned individual jiva-souls who fall down to the material world and become "nitya-baddha," originate from the spiritual world Srila Prabhupada explains below.
The nitya-baddha condition is a state to which the individual jiva-souls can fall too from its original spiritual position of "nitya-siddha" in the spiritual world, by voluntarily exercising their "free will" to forget and reject Krsna.
Origin:
All individual jiva-souls, regardless of their current state, originate from Krsna's spiritual kingdom, Goloka-Vrindavana.
Nitya-siddha:
This is the state of being eternally liberated and residing in the spiritual world (the individual jiva-soul's eternal home) in a direct and voluntary loving relationship with Krsna.
Nitya-baddha:
This refers to the individual jiva-souls who have "fallen" from their original position in the spiritual world due to misusing their "free will" and forgetting Krsna.
These individual jiva-souls are now conditioned by the material world and covered by a temporary material bodily vessel that is always in a state of decay, that eventually becomes unfit to house the individual jiva-soul forcing them to possess another material bodily vessel (taking another birth in the material world)
Free will:
The ability to be either nitya-siddha or nitya-baddha is a function of the individual jiva-soul's free will. The nitya-baddha jiva-souls are not actually eternally conditioned forever, but rather, eternally conditioned because they chose to enter the temporary material world where they remain "conditioned" until they again choose to go back home back to Godhead (Goloka-Vrindavana or the Vaikuntha planets)
Path to liberation:
The goal of the Krsna consciousness movement is to help the fallen nitya-baddha individual jiva-souls realize their original nitya-siddha state and return to the spiritual world.
The eternal individual jiva-souls can voluntarily be either (by choice), remain nitya-siddha (liberated) in the spiritual world, or nitya-baddha (conditioned in the material world, or impersonal brahmajyoti) however, both these conditions outside the spiritual world are temporary.
Srila Prabhupada - "In the broader sense everyone comes from Krsnaloka. When one forgets Krsna he is conditioned (nitya-baddha), when one remembers Krsna he is liberated (nitya-siddha)." (Letter to Mukunda, June 10, 1969)
Srila Prabhupada - "There are two kinds of marginal living entities: nitya-siddha (un-conditioned in the spiritual world) and nitya-baddha (conditioned in the active material world, or inactive in the impersonal brahmajyoti). The actual constitutional position of every marginal living entity is nitya-siddha." (CC, lecture, July 13, 1976)
Srila Prabhupada - "By following the rules and regulations and instructions of the spiritual master, he can become AGAIN nitya-siddha. So the Krsna consciousness movement is to make the nitya-baddhas AGAIN nitya-siddha." (New York City Temple Lecture CC, July 13, 1976)
Srila Prabhupada - "So the Krsna consciousness movement is to make the nitya-baddhas AGAIN nitya-siddha, to bring them to their original position. It is a difficult task." (London lecture BG, 13-14, July 14, 1973).#.
