His characteristic, of being polite with everybody, once saved the life of his brothers while they were in Van. Once Draupadee got thirsty and wanted to drink some water. Yudhishthir asked Sahadev to climb on a tree and look for any place of water. Sahadev climbed on a tree and saw some birds flying around at some distance.

So he told this to Yudhishthir and went to bring some water. It passed quite some time, but Sahadev didn't come back. Then Yudhishthir sent Nakul,  he also went but didn't come back. Then Yudhishthir sent Arjun, he also went and didn't come back and in the last he sent Bheem, but he also went and didn't come back. 

Now Yudhishthir got worried because he knew his brothers' powers. They were all powerful, and it was not easy to defeat them let alone kill them. So he proceeded towards that side to which his brothers went. He found his brothers lying unconscious on the shore of a water pond. First he thought that they were dead but later he came to know that they were only unconscious, because there was no sign of fight, no sign of weapon wounding, and no sign of any kind of beating.

Yudhishthir also tried to take water from that pond that a voice spoke: "Yudhishthir, wait, if you want to drink water of this pond, first reply my questions." Yudhishthir said - "Who are you? Is this pond yours? Have you done this to my brothers? Why?" The voice spoke: "Yes, I am a Yaksh, this pond is mine, I have made your brothers unconscious because I asked them the same thing that if they wanted to drink water from this pond, they should reply my questions first, but nobody cared."

Yudhishthir said - "Well, ask what do you want to ask, I will try my best to answer your questions." Then that voice asked 64 questions and Yudhishthir replied all of them correctly. These questions have very deep meaning. Then voice said - "Now I can make your one brother alive. Tell me which one you want?" Yudhishthir said - "If this is so, then make my Sahadev alive." Yaksh asked - "Why do you want to make only Sahadev alive leaving such mighty brothers like Bheem and Arjun?"

Yudhishthir said - "I know that Bheem and Arjun are my very mighty brothers, but still I would like you to make Sahadev alive because this will keep us two brothers alive, one from each mother."  Yaksh got very pleased to hear this reply and he made all his brothers alive. Yudhishthir said - "Please, if you don't mind, now I want to ask you one question, "who are you? You cannot be a Yaksh because Yaksh do not have power to make people alive. Tell me the truth." Yaksh then showed him his real form and said - "I am your father Dharm Raaj. I just wanted to see you that is why I came here and created this scene. Bhagvaan bless you." 

Yudhishthir's all brothers stood up as if nothing happened to them and all came back with water for Draupadee.