Given a long enough time frame, the vast majority of an immortal life would be spent buried beneath something or floating in the void of space. Think about it, you outlast planets and stars. When those go dark, but you don't die...nothing to do but float in space.
You might counter that with, "well yeah, but eventually I'd find other sentient life forms and/or people again.” And sure, maybe, but that wouldn't last as long as you...and then you're just alone floating in space again, for the vast majority of your life. The only thing to look forward to, since you will outlast everything, is the end of time itself.