Srila Prabhupada Says in Srimad Bhagavatam 10.1.56 Purport —
The spiritual master is sometimes glorified as sarva-devamayo guruḥ (Bhāg. 11.17.27). By the grace of the guru,the spiritual master, one can understand the different kinds of devas. The word deva refers to God, the Supreme Personality of Godhead, who is the original source of all the demigods, who are also called devas. In Bhagavad-gītā (10.2) the Lord says, aham ādir hi devānām: “I am the source of all the devas.” The Supreme Lord, Viṣṇu, the Original Person, expands in different forms. Tad aikṣata bahu syām (Chāndogya Upaniṣad 6.2.3). He alone has expanded into many. Advaitam acyutam anādim ananta-rūpam (Brahma-saṁhitā 5.33). There are different grades of forms, known as svāṁśa and vibhinnāṁśa. The svāṁśa expansions, or viṣṇu-tattva, are the Supreme Personality of Godhead, whereas the vibhinnāṁśa are jīva-tattva, who are part and parcel of the Lord (mamaivāṁśo jīva-loke jīva-bhūtaḥ sanātanaḥ). If we accept Kṛṣṇa as the Supreme Personality of Godhead and worship Him, all the parts and expansions of the Lord are automatically worshiped. Sarvārhaṇam acyutejyā (Bhāg. 4.31.14). Kṛṣṇa is known as Acyuta (senayor ubhayor madhye rathaṁ sthāpaya me ’cyuta). By worshiping Acyuta, Kṛṣṇa, one automatically worships all the demigods. There is no need of separately worshiping either the viṣṇu-tattva or jīva-tattva. If one concentrates upon Kṛṣṇa, one worships everyone. Therefore, because mother Devakī gave birth to Kṛṣṇa, she is described here as sarva-devatā.
So, Why did Bhagavan thought to become many as mentioned in Vedic texts?
“to exchange the transcendental love/bliss.”
♥ Hare Krishna ♥