1. What does our song's protagonist introduce himself as?: A man of wealth and taste
2. How long has he been around?: For a long long year
3. He was around when who had his moment of doubt and pain?: Jesus Christ
4. Made damn sure that who washed his hands and sealed his fate?: Pilate
5. But what's puzzling you?: The nature of my game
6. He stuck around where when he saw it was time for a change?: St Petersburg
7. Who did he kill?: The tsar and his ministers
8. What rank did he hold when the blitzkrieg raged and the bodies stank?: General
9. How long did the kings and queens fight?: For ten decades
10. Why?: For the gods they made
11. He shouted out, "Who killed" members of what family?: The Kennedys
12. When after all, it was who?: You and me
13. Where were the troubadours going?: Bombay
14. Every cop is what?: A criminal
15. As heads is tails, just call him what name?: Lucifer
16. What should you have if you meet him?: Some courtesy, some sympathy, and some taste
17. Or else he'll do what?: Lay your soul to waste

Bonus: What are they yelling in the background throughout the last part of the song?: "Woo! Woo!"