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When Mat went into the Red Door of Rhuidean, he asked that the holes in his memory be filled. (TSR: 24, Rhuidean, 281) He ended up with more than he bargained for: The holes were filled with "historical" memories, memories from people who lived between the time of the Trolloc Wars and the time of Hawkwing. In every memory, he is a military man, and most of his memories are of fighting and battles.
One idea is that the memories are the memories of Mat's own past lives, i.e., Mat is one of the heroes that the Pattern spins out every so often, and he is remembering his previous incarnations. One argument against this is that the Heroes of the Horn do not recognise Mat as they recognise Rand when they meet in TGH. On the other hand, there is no reason why they should. Not every reborn person is a Hero of the Horn. (REF?) Perhaps all the continuously-reborn souls don't "know" one another -- only the Heroes of the Horn, and they only recognise LTT/Rand, because they are somehow bound to follow him.
Another idea is that Mat's memories are not actually those of his own past lives, but that, when he asked the Foxes to fill the holes in his mind, they just put in random memories of various battle commanders through the ages. The immediate question one must ask is "How did the Foxes get those memories, in the first place, then?" They couldn't have gotten them from other visitors, because the Foxy door has been stuck in Rhuidean since the Breaking. Unless the Snakes and Foxes talk to one another and share resources.... Another problem with this is that Mat had historical flashbacks of a military nature before he went to Rhuidean. (Consider the scene in TDR where he is Healed in the Tower (TDR: 19, Awakening, 167-168) So, at least some of his memories are "genuine."
There is no mention of Mat having memories of being two different people at the same time. The closest there is is LoC, 5, A Different Dance, 113: "Slices of other men's lives packed his head now, thousands of them, sometimes only a few hours, sometimes years altogether though in patches, memories of courts and combats stretching for well over a thousand years, from long before the Trolloc Wars to the final battle of Artur Hawkwing's rise. All his, now, or they might as well be."
Courtenay Footman interprets it thusly: "Since we have to fit the lives of "thousands" of people into a period less than two thousand years long, it is clear that the average number of those people alive at any one time during that period numbered in the dozens." If this were the only interpretation, then Mat's memories could clearly not be his own. However, this is not the only way to read that passage. "thousands" could just as well refer to "thousands of slices," as "thousands of men." Furthermore, the term "thousands" could be figurative, not literal.
A third theory, a bit on the Loony side, but worth mentioning, is that some of the memories are of Mat's past lives (thus explaining the pre-Rhuidean flashbacks), but that most of them are from Mat's ancestors. Warren Way (lysander@vnet.net) explains: "Mat's non-Mat memories are a combination of actual past lives plus an effect similar to what Rand went through in the circle of pillars in Rhuidean. Rand realizes that what he experienced were the memories of his Aiel ancestors. So, when the 'finn filled the holes in Mat's memories, they did so with the memories of Mat's forebears, in addition to some memories from actual past lives. Perhaps the factors of Mat being ta'veren and the memory transfer of the 'finn being imperfect causes the jumble of previous lives and ancestral memories. Why such a limited time frame? The Pattern needs to give Rand a superb general, so Mat gets memories from Randland's bloodiest period, or, maybe, as with Johnny Mnemonic, there's only so much space in Mat's head. Nynaeve would probably agree with the latter."
In short, there is no conclusive evidence one way or the other.
There has been a lot of speculation that Mat is the reincarnation of an ancient king of Manetheren. If Mat's memories are due to reincarnation, and not just shoved in there willy-nilly by the Foxes, it is clear that Mat is the reincarnation of a fairly large number of personalities. (I would say "different" personalities, except I suspect that they were all fairly similar.) This is evidenced by Mat's pseudo-memories that emerge when Jasin Natael is singing a song about a battle at a river, and how the enemy of Manetheren had mercy on the defeated Manetherenites, because they were so brave, etc. Mat remembers himself, the king's advisor, being killed by that foe's treachery; and then he remembers himself, somebody else, seeing that foe, older and greyer, being killed in another battle somewhere else. (TSR: 37, 610-1, Imre Stand, 424-5) Plus, we have many scenes in which Mat remembers being guys who were definitely not Aemon.
Additionally, he forms the Band of the Red Hand near the end of TFoH, which was supposedly a band of heroes who went down defending Aemon, himself. This looks like another marker, though there's nothing directly of Aemon's memories that Mat has.
It's clear that Mat was not King of Manetheren in his first memory (REF?), at least. Mat is remembering several lives. Mat may be one of those souls that the Pattern spins out every so often, and he is remembering his previous incarnations. Mat was just a brilliant military advisor for the Manetheren kings, not the King.
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