I can haz immortality now?

So recently, I've been thinking of immortality and how I can achieve it. Naturally, when attempting anything, it's usually prudent to look into historical precedents for insight and guidance. However, I didn't have much to go on, except for human literary works and mythologies. While reading these, I came across something that really bothered me:

In these works involving immortal beings, so many of the immortals want nothing more than to be able to die. This strikes me as incredibly strange. The main contention seems to be that if you were immortal, you would exhaust all the interesting things to do in the world, or otherwise accumulate so much sadness from people close to you dying, to the point that you'd no longer want to live.

Are you serious? Sick and tired of the world? In an unchanging one, maybe, but just think of how the world has changed in even the last 20 years. In 20 years, could you have exhausted all there was to do in the world? There are things to do now you couldn't do 20 years ago, and things you could do 20 years ago that you can't do now. I find it impossible to believe there is so little to do in the world that diminishing marginal utility actually results in no further gains for any possible activity. People that would get bored need to loosen up and learn how to make their own fun.

As for the other claim that you'd get tired of befriending people and losing them to death, I personally think friendship is one good thing you can never have too much of. If you make friends and lose them, you had some happiness and some sadness. If you don't make friends, you're just sad (in multiple senses of the word). Why stop seeking happiness?

Faced with these silly portrayals of pathetic immortals, I can only conclude one of two things: either the creators of these characters were suffering from jealousy, and made their characters miserable to compensate, or none of the characters that were granted immortality were smart enough to appreciate it. Since the first scenario would only occur with fictional characters... whoever it is out there that goes around granting immortality, you can stop wasting your gift on the ungrateful -- I've got just the right person for you right here.