"Yeah, I think Michael has had to deal with that label of being Michael Caine for a long time"

In this quote, Dylan Moran is talking about the actor Michael Caine and the label that has been attached to him for a considerable quantity of time. The label being described is "Michael Caine," which is the name of the actor himself. Moran is recommending that Caine has actually been understood and acknowledged as "Michael Caine" for so long that it has ended up being a defining aspect of his identity. This label has likely brought both acknowledgment and expectations for Caine, and Moran is acknowledging that it might have been a difficulty for him to navigate and live up to this label throughout his career.