Bob Dylan released this song on April 16, 2020, less than a month after another surprise release with "Murder Most Foul
." The two songs are similar in that both are packed with literary, historical, and musical allusions.
A multitude is "a large number." In the context of the song, Dylan is referring to the wide-ranging, often contradictory character traits. Each verse lists a cluster of such traits punctuated by the simple explanation that he contains "multitudes."
It's rarely safe to assume Dylan is or is not being autobiographical because he has always mixed reality and fiction liberally. In the case of this song, however, there seems a definite tie to Dylan's legendarily obtuse and confounding personality and art. Forever reinventing himself, this is the man that stated early in his career, "All I can do is be me... whoever that is."
The song is largely comical, so Dylan doesn't seem to be taking any of it too seriously, but it does seem like he is either acknowledging his infamously convoluted disposition or at least the myth of that disposition.