Bg 4.5 — The Personality of Godhead said: Many, many births both you and I have passed. I can remember all of them, but you cannot, O subduer of the enemy!
The soul is eternal and unborn (BG 2.20), but still it appears in the material world in various bodies. In a similar way, Lord Krishna is eternal and unborn, but still He has many births or appearances in the material creation to perform His transcendental pastimes. His births are transcendental and unlike those of the living beings. He can remember all His activities from all His births. He can also remember all the activities of all living beings in all their lives, because He is present in the heart of all living beings (BG 7.21) and is witnessing everything (BG 9.18). Arjuna has also taken many births, but he cannot remember them. It’s due to Him that living beings can remember (BG 15.15). This is one of the differences between God and living beings. God has infinite memory and the living beings have very limited memory. The living entity forgets everything due to change of body, but Lord Krishna remembers everything and He does not change His body. His body is sac-cid-ananda.
Bg 10.3 — He who knows Me as the unborn, as the beginningless, as the Supreme Lord of all the worlds – he only, undeluded among men, is freed from all sins.
Lord Krishna is ajanma, meaning ‘unborn’. The living entities are conditioned souls who change their bodies, but His body is transcendental and does not change.
Bg 4.6 — Although I am unborn and My transcendental body never deteriorates, and although I am the Lord of all living entities, I still appear in every millennium in My original transcendental form.
Lord Krishna has a spiritual body that does not grow old and deteriorate like a material body. He never had white hair, nor a beard, nor wrinkles, nor any disease. Although He appears in the material world, He remains the same, He is unborn. He appears and exhibits His transcendental forms and activities. He never looks beyond youth age, even though by material calculations He would be grandfatherly aged.
In this verse millennium refers to one day (24 hours) of Brahma. Lord Krishna appears in His original Krishna form, once in every day of Brahma, thus once every 8.64 billion years.
Bg 4.8 — To deliver the pious and to annihilate the miscreants, as well as to reestablish the principles of religion, I Myself appear, millennium after millennium.
In this verse, millennium refers to yugas (satya, tetra, dvarpa, kali). Lord Krishna appears once in every yuga in a particular form.
Bg 9.7 — O son of Kuntī, at the end of the millennium all material manifestations enter into My nature, and at the beginning of another millennium, by My potency, I create them again.
In this verse, the millennium refers to the lifespan of Brahma and the universe, known as a Maha-kalpa, this is 311.040 trillion years. After this time, the universe is destroyed and the universe shell goes back into the body of Maha-Vinsu. Then when He exhales again, all the universe shells come out again. Creation and annihilation are cyclic.
Bg 14.4 — It should be understood that all species of life, O son of Kuntī, are made possible by birth in this material nature, and that I am the seed-giving father.
Lord Krishna is the seed giving father of all living beings, and thus He Himself is unborn.
Bg 9.17 — I am the father of this universe, the mother, the support and the grandsire. I am the object of knowledge, the puriﬁer and the syllable oṁ. I am also the Ṛg, the Sāma and the Yajur Vedas.
Lord Krishna is the origin of material creation and thus He Himself is unborn.
Bg 10.8 — I am the source of all spiritual and material worlds. Everything emanates from Me. The wise who perfectly know this engage in My devotional service and worship Me with all their hearts.
Lord Krishna is the origin of everything and thus He Himself is unborn.
Bg 9.11 — Fools deride Me when I descend in the human form. They do not know My transcendental nature as the Supreme Lord of all that be.
The less intelligent and the foolish cannot understand God appearing in the material creation to perform His transcendental pastimes. If God is great then He can do anything that He wishes and not be restricted by the limitations of the foolish.
Bg 7.25 — I am never manifest to the foolish and unintelligent. For them I am covered by My internal potency, and therefore they do not know that I am unborn and infallible.
The foolish and unintelligent compare themselves with God. Since they are born from the womb of a mother and are subjected to old age, disease, and death. They think that anyone who is in the material creation also must be like them. They cannot understand that God appears in the material creation but He is not like us. By His will and love for the living entities, He appears in the material creation and exhibits various transcendental forms and activities to enjoy the rasa (juice) of a personal relationship with His devotees. Materially He is unborn and is not affected by material nature.