The Lord is eternal by nature because Existence-Knowledge-Bliss Absolute, which forms His nature, is eternal and changeless. ‘My own nature’ means His inherent power of Maya. Maya inheres in Brahman, but Brahman remains unaffected by it in the same way as the poison of a cobra which is in the cobra but cannot injure it. This power of Maya which is made up of the three Gunas, deludes the embodied being from recognizing the Lord who is his true Self. ‘I come into being by my own Maya’ means that it is through Maya the Lord appears to be born. His embodiment is not real as are the embodiments of other beings.

The embodiments of human beings (birth in the human form) are not voluntary. Driven by nature or prakriti, through ignorance, they are born again and again. The Lord controls nature and assumes embodiment through His own free will. The ordinary birth of creatures is determined by the force of nature while The Lord takes birth through His own power. He uses His nature in such a way which is free from subjection to karma. Yogamaya refers to the free will of God, His incomprehensible power.
To put it differently, the embodiment of the Lord is only an appearance. A created being is under the control of Maya but the Lord is the controller of Maya. The birth and death of the Lord depends upon His own will. But the birth and death of an embodied being are due to the law of Karma. This is the difference between an embodied being and the incarnate Lord.
THE LORD’S INCARNATION

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Api, san ajah, though I am birthless; and avyayatma, undecaying by nature, though I am naturally possessed of an undiminishing power of Knowledge; and so also api san, though; isvarah, the Lord, natural Ruler; bhutanam, of beings, from Brahma to a clump of grass; (still) adhisthaya, by subjugating; svam, My own; prakrtim, Prakrti, the Maya of Visnu consisting of the three gunas, under whose; spell the whole world exists, and deluded by which one does not know one’s own Self, Vasudeva;-by subjugating that Prakrti of Mine, sambhavami, I take birth, appear to become embodeid, as though born; atma-mayaya, by means of My own Maya; but not in reality like an ordinary man.

It is being stated when and why that birth occurs: