How is it even possible for a string to vibrate at multiple frequencies at the same time? I understand that harmonics exist and how they work but I have yet to find any information on why this even happens.
It's actually very difficult to avoid producing the these extra vibrations.
If you visit the National Institute of Standards website, I think there are related links, that demonstrate the lengths labs need to go to, to achieve purity of frequency, if I can put it like that.
For example, the tension in the string is never absolutely the same at every point along it's length (normally we just measure from both ends and get an average), the composition of the wood of guitar neck varies, the air coming out of the soundbox bounces around and vibrates the stings.
All this from, to you and I, a "simple" pluck of the string.
These factors all contribute to different vibration rates, but the harmonics stand out, because of their math relationship to the fundamental note, and because they can "even" each other out, as in the straight lines in the first picture produced from lots of curved lines.
Here is a graph composed of straight lines.

In 1807, Joseph Fourier said (in effect, not literally) that he could make a copy of the above graph, but using curved lines, like these below.

His "trick" was to start with the basic curve above, and then add harmonics of it, waves that resembled the original curved line above, but with various fractions, (harmonics) that, when added together in the right way, would eventually result in this below:

Image Source: Computing Harmonics
If you keep adding more and more waves, you eventually get your straight-ish graph back again. Magic.....

The music you hear when you pluck the guitar string is composed of these waves, although you may not hear them separately, you do hear the overall note they create.