Assuming we're talking about eternal youth kind of immortality, and not being able to sustain any injury, permanent ones at least (though that would be kind of intresting on its own)...
Well, despite having very little affection for the world, life or even myself, the idea of seeing a bigger picture than anyone else is very intresting... Just to see how humanity and the world evolves, what kind of achievements are made and to see history that no one else sees in its whole, slowly unfold like a story.
And imagine what kind of goals you might have, that were realistic only to an immortal being, or what kind of relationships you could form with the rest of the humanity... World migh not be a overly good place, but if you chose to, you would have thousands of years to make things change, no one being able to stop you completely (you know, if you didn't go the build an evil empire way...).
But would it all become very boring, futile and unintresting, it's hard to say. But I think the general idea is, that anyone can live thousand years just like they live hundred years; Day by day.
But I also suppose that once you've explored the whole world throughly enough, it will slowly start feeling like a limited space, prison with boundaries... Then again, I wonder if it would ever become unbearable, as it all keeps changing constantly, enough fast that you probably couldn't keep up getting bored at it - the globe is big enough for that.
And as I said, Ywu could take things like a curious scientist or a historian, make yourself a leader, a teacher, an immortal warrior - you name it. It' really not like there aren't virtually unlimited amount of things to do or projects to take.
What I would be most worried about though, would be how well human psyche would handle things. First of all, even if your couldn't be physically harmed, you might sooner or later face insanity in some form or another. Humans unfortunately aren't as much in control of their own minds as they like to think... Many mental illnesses are considered to never fully curable, and I think no one likes the idea of having to struggle to keep your sanity, which I suppose is very close to the core of what is you... Somehow living forever insane just strikes as a very unpleasant idea. Perhaps because with eternity of time, you have a fair change of finding happiness, but you and especially your mind is the tool you use to achieve that.
Talking about major mental illnesses, that are difficult or near impossible to recover from and affect strongly your ability to tell the real from unreal, it would make the task of perhaps impossible. And not controlling you never ending life would most likely make it a hellish torment
And secondly, human mind can learn to handle death, by acceptance or ideas of immortal afterlife or rebirth... But when you live forever and start seeing things big, would the life and world and maybe the whole universe eventually start to feel awfully meaningless to you. If you could see nothing worth it in the world, thus observing or participating in it feeling futile and dull, and you could only find any meaning in earthly, amoral pleasures... Wouldn't that feel pretty hollow?
But perhapst it wouldn't be impossible to re-learn to find meaningfulness in humanity and world again either... Who knows.
That rant being made, if I would literally live forever, I would say no in a split second. If you couldn't die even through suicide or end of the world, you'd eventually end up living on a lifeless, dark and cold rock, or even floating forever in the empty space. I cannot think of anything closer to an ultimate hell.