Limited to 255 comparisons in CASE statement. Each WHEN ... THEN pair is considered 2 comparisons. To avoid exceeding the limit of 128 choices, you can nest CASE expressions. That is return_expr can itself be a CASE expression. What is 128 choices?

i think it means that you can have a total of 255 comparison. So when you write WHEN something... THEN something you are actually doing two comparisons, one after WHEN and another after THEN. So in effect you can only have 128 conditions to compare in straightforward CASE statements. SO the above statement is saying that if you want to do more than 128 comparisons, you should use nested CASE expressions.