I've posted edited lyrics below. I hope this isn't a dumb question, I've genuinely tried to google this using keywords form the song but I'm not clear on some of them, obviously some I do know, like the Jesus thing and the Kennedy's.
[Lyrics] (Edited down to only the verses that have references in them.)
Please allow me to introduce myself
I'm a man of wealth and taste
I've been around for a long, long year
Stole many a man's soul and faith
And I was 'round when Jesus Christ
Had his moment of doubt and pain
Made damn sure that Pilate
Washed his hands and sealed his fate
[Verse 2]
I stuck around St. Petersburg
When I saw it was a time for a change
Killed the Czar and his ministers
Anastasia screamed in vain
I rode a tank, held a general's rank
When the Blitzkrieg raged and the bodies stank
[Verse 3]
I watched with glee while your kings and queens
Fought for ten decades for the gods they made
I shouted out, "Who killed the Kennedys?"
When after all, it was you and me
Let me please introduce myself
I'm a man of wealth and taste
And I laid traps for troubadours
Who get killed before they reach Bombay
Not to forestall further answers to this question, but I discuss the inspiration for the song in my answer to a related question - In the Rolling Stones song "Sympathy for the Devil", there is a lyric that goes "I shouted out/Who killed the Kennedys?/When after all/It was you and me". Was there any stigma around such references in music and TV, considering the song was released five years after Kennedy's death?:
The song was apparently inspired by Mikhail Bulgakov's 1930s-written novel The Master And Margarita, which was translated into English in 1967 (the year before 'Sympathy For The Devil' was recorded). In the Bulgakov novel, the Devil turns up in Moscow as a professor and wreaks havoc (the book was generally seen as a satire of Stalinist Russia in the 1930s). Bulgakov implies that the Devil has been doing this kind of thing through history, and there's chapters in the book that are specifically about Pontius Pilate in Judea (Jagger's lyrics reference this part directly: "And I was 'round when Jesus Christ/ Had his moment of doubt and pain/ Made damn sure that Pilate/ Washed his hands and sealed his fate").
In terms of the other references in the song, things which occurred after the time period of the Bulgakov novel, we have attempts by Jagger to effectively update the premise - after the Devil appeared in Moscow, it's not exactly surprising, in Jagger's mind, that he might have spent further time destabilising the world, participating in the German army's 'Blitzkrieg' in World War II, and pushing conspiracy theories about the deaths of the Kennedys (the death of Robert F. Kennedy happened during the recording of the song) which might have the effect of destabilising the uneasy Cold War stalemate. My understanding is that the 'troubadours who get killed before they reach Bombay' is a reference to 1960s hippies who had journeyed to the East in search of spiritual enlightenment, and found themselves in dangerous places in the Middle East and South Asia where they were easily preyed on; stories like this occasionally appeared in the news as a sort of 'those hippies really are worrying, they don't have any sense' kind of thing.