What did Jesus mean when he said, “my reward is with me”?

Answer:

"Behold, I am coming quickly, and My reward is with Me, to render to every man according to what he has done" (Revelation 22:12).

Imagine someone tells you that he is going to give you $100 ... that is, right after he earns enough to pay you that amount. Likely you will figure that he will forget before he gets around to paying you. Contrast it to someone who offers to pay you $100 and he has that cash in his pocket. Your reaction will be quite different.

Jesus is telling us that he has the authority and ability to grant eternal life. He is prepared to immediately grant eternal life (or eternal punishment).

The phrasing is similar to what you find in Isaiah 40:10; 62:11