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

A lot of ways to die are excruciatingly painful, but you die, so you don't live with the pain. If you end up in one of those situations and don't die (because you are immortal), I imagine the psychological impact of the pain without immediate release could be enough to completely break you, mentally.

As we get older, our perception of time speeds up. An immortal would easily lose track of time after just two human lifetimes, causing an immortal to suffer from dementia-like symptoms where they expect one date but find themselves habitually late. And since time doesn't mean the same thing as us to an immortal, they would eventually become disconnected from the world around them and be unable to reintegrate. They wouldn't be able to maintain friendships, relationships, mortgages, payments, etc. They would be surrounded by people but forever alone.

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/

People, corporations, and other entities would over time gather more data about you. There's always some kind of information footprint that you leave behind. And you'd stand out from other humans by the way you talk (i.e. using slang from 200 years ago, and speaking about historic stuff with details that the general public is not aware of) and other traits, which makes you traceable.

You'd procrastinate things for 100s of years, until at one point you're simply no longer able to do it. Wanted to domesticate a saber-tooth cat some day? Too bad, they're extinct now. Wanted to visit the baths in ancient Rome? Well, it is not the same Rome anymore, and all the baths' floors are cold.

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.

Family meals that take 3 restaurants No retirement

Not being able to kill yourself.

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.

Getting imprisoned for thousands of years unable to get out.

The amount of shitting and wiping I d imagine you’d have to do, hemorrhoids would likely be unbearable overtime

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

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?"

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.

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

On a long enough timeframe, even the strongest-willed will want to die eventually

Having to listen to that Queen song, forever.

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

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

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

Friends, family, and lovers dying before you.

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

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.

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.

Either humanity gradually grows to despise you for your ancient morals

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