Seeing everyone you love die is sad the first few times it happens, but as with anything it just stops being a problem after a while... Your psychology would adapt to cope with this.
An argument ive heard is to do with knowledge retention, but i believe this wont be a problem, when was the last time you couldnt think of something recent because you couldnt stop remember your first birthday party? you brain develops ways of controlling this information, and i believe that if a human body was to acquire immortality, without the added strain of become senile and physical degeneration (yes, immortality comes hand in hand with eternal youth unless the immortality is magically bestrowed upon you by a dry humoured genie.) Your body i believe would go through mutliple puberty phases, where you would biologically alter to adapt to added strain on your mental abilities. Sure this isn't a thing but the human body is a complicated mechanism and its by far more capable of adapting than anything else. Hell, i would even find some level of personal 'evolution' would occur. Doctors develop increased radiation resistance through there lives, the human body adapts to its conditions on an individual level as well as an evolutionary one.
But yes, become immortal would raise you to a point where your life would be considerable different to a mortal humans, firstly i would have a plan. I would first hide, and show off my immortality to only a select few whom i would use to spread rumours about myself and eventually lead to the forming of a secret society and eventually a worldwide religion. I would tour the planet proclaiming myself a god, eventually i would form my own following, the governments would have to recognise me as being something different. Frankly this part would be interesting to see unfold. I would have a level of following too high for them to confront of hide me at this point without risking worldwide rebellion. I would find trusted people that i would proclaim rightful rulers of the countries, kings and queens to run the world; Governments would refuse my word but this would only cause rebellions and uprising in the countries. The big powers of the world would have to withdraw their military from other countries in order to defend themselves; and one by one the countries would fall. And eventually i would merge them, keeping countries themselves seperate but place rulers of groups of countries, adding levels of control. Eventually after many years of earth-wide civil war, i would have control of a mostly peaceful planet, i would encourage scientific developments in my name; pushing for exploration of the natural wonders of the universe. Drug research, technology, space travel and colonisation. I would push for the entire world to move forward, for the human race to spread and colonise all that could even be called home.
Eventually i would begin the project for a self sustaining spacecraft designed for exploration, many of them infact, and i would push for the development of finding a way of quickly transporting oneself vast distances in moments by two points in space connected via a currently undetermined method of bending space-time.
I would produce self sustained biodomes, found within space, to protect species native to earth, and potentially other life sustaining planets, creating ecosystems with can stand the test of time, and potentially produce intelligence over time, eventually most of these species would develop some level of intelligence, meaning eventually the majority of species i know now as mindless animals, i will know them as intelligent beings, whom i welcome to my empire.
But the eventual problem would arise, should the universe end up collapsing upon itself, there would be a problem. And i would use the massive empire i have available to me and the massive resources i have at my disposal to develop a way of averting the disaster, or finding a way to avoid it, be it to migrate entirely out of our universe into some different alternate dimension, with a massive military force and scientific crew to conquer and continue to expand, using the new technology developed to survive the end of the universe in order to expand the empire towards new universes themselves, potentially compacting the span of the empire by having multiple parts of the empire exist in one location, allowing for even more expansion and understanding.
So yeah. Immortality rocks.