O Yama:
Please teach me the knowledge of the Atman or Soul (Brahman Gyaan) and how to attain Immortality or Moksha

Yama answered to Nachiketa:
Those who follow the path of truth, who accept and follow the Path of Good (Sreya Marga), attain Immortality or Eternal Bliss.

BUT
Those who follow the path of untruth, who accept and follow The Path of Pleasure (Preya Marga are bound to the cycle of birth, death, and rebirth (Samsara).

The path of Good (True Knowledge- Vidya)

One is guided by the subtle intellect and can discriminate between right and wrong.
One has knowledge of the Self (Soul), its existence and how to attain Immortality or Moksha.
One must follow the Path of Truth.
One must have thoughts and actions that do not have desire.

Path of Pleasant (Ignorance- Avidya)

One thinks that his/her body and his/her family are everything there is in the world.
One’s desires are endless; contain anxiety, and attachment for all works and actions.
One’s intellect cannot differentiate between right and wrong.
One is deluded by the false belief or opinion of material wealth
One’s ignorance of the soul, its existence, and how to attain Immortality or Moksha.
One is guided by the demands of the sense objects of the material world.
One who is ignorant lives in the midst of darkness and thinks of himself/herself as wise and learned.
One who follows the path of untruth.

O Nachiketa:

Blessed are the ones who choose the Path of Good or true knowledge for they are wise, for this Path leads to Immortality or Eternal Bliss.