Krishna remembers all births because He never changes bodies; the soul forgets due to transmigration into new forms.Listen — Srila Prabhupada Uvaca
Bhagavad-gītā 4.5 — March 25, 1974, Bombay 740325BG-BOMBAY [30:33 Minutes] Bg-04.05_740325BG-BOMBAY Pradyumna: [leads chanting of verse, etc.] [Prabhupāda and devotees repeat] śrī-bhagavān uvāca bahūni me vyatītāni janmāni tava cārjuna tāny ahaṁ veda sarvāṇi na tvaṁ vettha parantapa [Bg. 4.5] [break] [02:58] Translation: "The Blessed Lord said: Many, many births both you and I have passed. I can remember all of them, but you cannot, O subduer of the enemy." Prabhupāda: Śrī bhagavān uvāca. We have already explained the meaning of bhagavān in connection with the first verse. Still, again we are repeating, bhagavān...
Bhaga means opulence, and when the Sanskrit affix is there, vat-pratyaya, one who possesses opulence, he's called bhagavān. So it is described by Parāśara Muni that, aiśvaryasya samagrasya vīryasya yaśasaḥ śriyaḥ jñāna-vairāgyayoś caiva ṣaṇṇāṁ itī bhagam ganā [Viṣṇu Purāṇa 6.5.47] Bhagavān means who possesses these six opulences in full: all riches, all strength, all influence, all wisdom, all beauty, all renunciation. So it has been analyzed how we possess all these opulences, and it has been found by the great sages that Kṛṣṇa is the possessor of all opulences—all beauty, all wisdom. Īśvaraḥ paramaḥ kṛṣṇaḥ. The supreme possessor is Kṛṣṇa.
Sac-cid-ānanda-vigrahaḥ, anādir ādir govindaḥ sarva-kāraṇa-kāraṇam [Bs. 5.1]. So Bhagavān is individual; we are also individual, part and parcel. Just like the father is individual, and the sons are also individual. We are all sons of God. Mamaivāṁśo jīva-bhūtaḥ jīva-loke...
[Bg. 15.7]. So we are all individual. In the Second Chapter, Kṛṣṇa said that "We all—you, Me, and all the soldiers and the kings who have assembled here—they were existing before as individual, and we are existing now as individual, and in future also we shall exist as individual." So that is being explained again. Bahūni me vyatītāni janmāni tava cārjuna.
As individual, we are taking birth. That Kṛṣṇa's birth will be explained in the next verse: ajo 'pi sann avyayātmā. Ajaḥ. Ajaḥ means "who does not take birth." We are also aja.
Na janma... What is that? Na jāyate na mriyate vā kadācin na hanyate hanyamāne śarīre [Bg. 2.20], nityaḥ śāśvato 'yaṁ purāṇaḥ. That is the description of the living entities.
A living entity, as we are, we also do not take birth. We are eternal, part and parcel of Kṛṣṇa. Kṛṣṇa is eternal; we are also eternal. Kṛṣṇa is individual; we are also individual.