I think this is about his past. His past hasn't been exactly a straight and clean road, and slim shady is his alter ego that is BAD. In the music video Eminem is forced to revisit his past through past music videos, and at the end he sees his alter ego Slim Shady who gives him rhymes (song lyrics). Some of the lyrics also say he wants to just walk in the street without 100 people saying "OMG, It's Eminem!" or with 4 bodyguards. (The song lyrics that say this are "wanted to be left alone in public, excuse me" and "Call me crazy but I had a vision one day that I'd walk amongst you as a regular civilian")