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.

The rest of humanity will eventually evolve into something you don’t recognize and can never be part of.

Herpes is forever.

Sooner or later, you will get trapped somewhere forever. Over the course of an infinite lifespan, the odds that a building collapses on you or a tunnel caves in on you basically become 100%. Someday, you will fall into the hole that you will stay in until the sun explodes, and then you will drift in the void until the heat death of the universe.

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.

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

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 Organ²/ASLSP in Halberstadt.

I had a really nice washing machine. Then it broke. The manufacturer was dissolved 25 years ago.

I had a really nice cast iron pan. Then it fractured. Modern cast iron pans aren’t smooth.

I had a really nice car. Then a part broke. Replacement parts haven’t been available for 50 years.

I had a really nice flip phone. It was made by Nokia so it still works. People think it’s weird that I use a flip phone.

I had a really nice peace and quiet. Then someone invented ambulances. Now I cower in the corner of my bedroom hiding from manmade horrors beyond my comprehension.

People are commenting ‘fates worse than death’ and ‘being made into a labrat by the 1%’, but really, if you have infinite time to just do stuff and you can’t be killed – And you don’t somehow squirrel your way into a position of power then what are you even doing with your time and immortality, oomfie?

The loneliness part is also questionable. I know OP said it’s overly done, but I also think it’s just wrong. If you’re an adult you’ve had people in your life die before. It sucks. You miss them. But then you move on. And you meet other people. You’ll still go “:(” when you think about the person and such… But life goes on.

And that’s just life. It doesn’t get any worse if you extend it longer – If anything it gets better. You might have lost your beloved today, but you have another dozen lifetimes to heal your wounds and meet someone else and fall in love again and (…)

So here’s some lower-stakes, frustrating inconveniences of being immortal:

• Your favourite fashion? It’s not just out of fashion. It’s so out of fashion it is now considered ‘historical costuming’. You can no longer find any articles like it at all. Because the only people even trying to recreate the techniques are costuming nerds and theater people who always exaggerate stuff
• You got a song stuck in your head. It is either from before recording was invented, or any recordings of it that existed are too old to be reliably listenable. You have a song stuck in your head.
• You used to really enjoy a job you did. That entire career path is now obsolete. As per the first paragraph of my post, if you’re immortal you have probably snuck your way into the upper echelons of society at some point during your infinite time… But like. You’re bored. You loved being a Court Jester, now there are no Court Jesters.
• Actually tedium just in general. Sooner or later you’ll run out of new things to try, because you’ll have done everything that even remotely caught your eye already. So what the fuck will you do with your time? You’ll eventually just get depressed and not do anything.

Having to listen to that Queen song, forever.

Losing all of the skills you gain. No matter how good you get at something, after a few centuries you’ll have lost your edge. You can also only practice so many things concurrently without giving something up. At some point, years down the line, you might try to ride a bike again and completely fail to do it, or try to sing and fail to hit all the notes that came easily before, or do gymnastics but the muscles you need are underused. It doesn’t matter that you spent years mastering every skill, your abilities will degrade over time. You’ll never really be able to feel sure about your own abilities except for whatever you’ve done most recently.

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.

Cross the wrong people and you end up not dead, but irrecoverable. Cement shoes, buried alive kind of stuff. Cross a different set of wrong people and you become a labrat. To avoid either scenario, you’ll be in a constant state of “undocumented” or false-documented which will keep you in a pretty consistent state of poverty.