Hmmm... there were "holodeck play-acting" episodes, possession/replacement episodes, a time-travel episode with two Jean-Luc Picards... but all limited to just one two characters per actor per episode... and some actors have played more than one guest character but they weren't regulars and their various guest characters didn't share episodes... even Q pretending to be a crew member for a moment would only get us two characters for that actor in that episode, not three, and I'm not even sure it happened at all... Spiner played the real Data and a few Data-based Holodeck characters in one episode, but that was several seasons too late...
I'd guess that whoever posed this question was thinking of "Masks", in which Data takes on several personas from a database of some planet's mythical figures and plays out an iteration of a cyclical myth of theirs. But that, although it felt like an early season episode, is actually from the final season.