Asklemmy

Based on your question, you might dig the book “Boat of a Million Years.” The author put quite a bit of thought into just that.

https://en.m.wikipedia.org/wiki/The_Boat_of_a_Million_Years

Having to keep track of that evil snail.

https://www.reddit.com/r/AskReddit/comments/5ipinn/you_and_a_super_intelligent_snail_both_get_1/

Science fiction is going to age poorly. A lot of it is already hilariously dated. Look at most of Star Trek. They're flying at FTL speeds through space with artificial gravity, teleportation, lifelike androids, and replicator technology, but their screens absolutely suck. More and more of those inconsistencies are going to add up over the centuries and make things ridiculous after a while.

The number of new things that people enjoy dwindles with age. Just about everyone agrees that the music that was being made when they were teenagers is the epitome of the art. Are you going to be able to enjoy anything when you're 2563 years old?

The older you get, the faster time apparently moves. Having grown up in the 80s and 90s, on some days, even "The year 2000!!" still feels like it should be the future to me. I can't imagine what even a few centuries would do to this phenomenon, let alone a millennium or megaannum (I had to look that word up.)

On the upside, presuming I'm the only immortal, I'll be the only person currently alive to see if they actually finish that performance of Organ^2^/ASLSP in Halberstadt.

Wage slaving never stops

On one hand, you have eternity to come to grips with everything you've done. On the other hand, it might take eternity to come to grips with everything you've done.

Seeing all of your friends and family die, knowing you'll never stop missing them.

Having the perspective of centuries. Seeing society make the same mistakes over and over again because they forget, but you never do. It would drive me mad. Already does, considering I have the ability to, and have, read history. I just imagine living it over and over to be tedious.

Just depression in general. I don't want to live one lifetime, let alone never being able to die.

If you're immortal in a body that isn't broken then that might be a different story, but you'd still grow to love people only to have to lose them and go through that pain over and over.

If other people are also immortal, the awkwardness of all of them eventually becoming your exes

The disappointment of experience winning lifetime supply of something but that would eventually turn into a lie

Getting imprisoned for thousands of years unable to get out.

Either "Boredom: After some time you have seen basically everything." or "Can't keep up: The world changes so fast, and I'm, stuck in a mindset I acquired in 1543".

And: Bureaucratic nightmare. "We have you on file as being born in 1924, but you don't really look like a centennial. Can I see your passport instead of that of your great-grandfather, please?"

Having potentially thousands of years of embarassing moments of social awkwardness to think about. And, over the aeons, being relieved when the people you know and love die because they won't remember the things you're so ashamed of.

You'll be perpetually behind the times. People tend to get set in their ways even by their 30s. You'll constantly lag behind the trends, language, and tastes of the younger generation...

If you were the first to be immortal, you may not have the best version of immortality and it may render you incompatible with better, future types of immortality. Like magical regeneration that prevents you from getting a personality upload to a cyberbrain that is a million times faster and smarter than the squishy biological brain.

Friends, family, and lovers dying before you.

Having to listen to that Queen song, forever.

Family meals that take 3 restaurants No retirement

Being eaten by sea anemones, tuna, sharks, swordfish, sea turtles, penguins, and other jellyfish.

https://en.wikipedia.org/wiki/Turritopsis_dohrnii#Predation

Forgetfulness. Think how forgetful people get after having lived a normal lifespan, now go for a few thousand+ years and you’ve probably forgotten whole centuries of your life. This is actually the premise of a solo journaling game Thousand Year Old Vampire, you have to cross out and forget memories as you progress through the game, just forgetting whole parts of your life.

Either humanity gradually grows to despise you for your ancient morals

or they don't ever meaningfully surpass where we're at today.

I don’t think you’d remember a break up from hundreds of years ago, let alone be upset about it.

One of my books features an immortal protagonist and I've as such thought about this quite a bit. More than the answers already provided here, what I found interesting as a writer was the balance I needed to find between making an immortal detached from mortal values while still being engaging to mortal readers.

Said as a pithy question, if you can outlive everyone's decisions and mistakes, what would it take to make you do anything at all?

If the ultra rich find you out, you can expect lab-rat life, at least until all modern systems collapse. Death is the only thing those suckers fear, because regardless of their net worth, it comes for all, even if late. They would do anything to find out your trick

Not being able to kill yourself.

Btw if you were actually immortal, after a while you would just go into shock and enter a vegetative state from all the psychological stress.