He doesn't remember all of his past lives. He's not sure he'd want to.
There are simply too many memories, too many days, faces, voices, feelings. A gold dragon on a red banner, a fire in the night, a woman's dress, the smell of apples, a cold winter's day, the sting of betrayal...
It's too much for one man. Some of those memories he didn't want to keep and he'd give anything to be able to forget. Maybe if he's lucky he won't bring them with him in his next life. He can't choose what to remember and what to forget, just like he can't choose where and when everything will start over again.
All he knows is that he will be born again, and again, and again. That's his destiny. His and Arthur's destiny, chasing after each other through countless lifetimes, forever and then once more. The first time he'd heard about it, so many lives ago, he'd had no idea that it would be like this.
Sometimes they never meet at all, born and raised on opposite sides of the planet or just on opposite sides of the same small town. Merlin spends all of those lives searching for Arthur, feeling like fate has got it wrong because it wasn't supposed to go like that, they weren't supposed to be kept apart.
Sometimes they only have one day together, or one hour. They try to make the most of it and remember only the good times, talking over each other in their haste to catch up on everything they missed. Merlin knows they have forever, literally, but it's still not enough for them. They could spend forever together and it still wouldn't be enough. Sometimes they only pass each other in the street, just once in a lifetime.
It's still infinitely better than when they're enemies. It doesn't happen often, but sometimes they end up on opposite sides. Even when Merlin doesn't know who Arthur is and can't remember about their destiny, he still feels as if his whole life is wrong. He can't fight Arthur, even if he doesn't know why, and it drives him mad. Merlin hates those lives more than any other.
When he thinks about those times, in the unlucky moments when he remembers, he wishes he knew how to stop it. They've been through so much, him and Arthur, and he's not sure he can't take any more of it. But he can't stop himself from chasing after Arthur, just one more time, hoping that they'll be happy together in this life.
His favourites are the ones where he grows up with Arthur and they spend their childhood playing in his parents' backyard and eating home-made biscuits. Later, as they get older, they start remembering about each other and about their past and future together and it's brilliant to find out that your best friend since childhood is actually your best friend since forever.
Those moments are worth everything else. All the pain and the heartbreaks and the loneliness. It's all worth it, just to be with Arthur one more time. Just one more day. And then one more, and another, and it's another lifetime.