- Immortality means you will eventually be incredibly bored.
The only serious risk of the listed, in my opinion.
I'd call it a case or a symptom of a broader, more fundamental problem. Which is that consciousness is a one-way process. Actually, everything is a one-way process, but it is usually neglectable to the point at which a person might be totally unaware or even rashly deny that all things are everchanging and do not return to the same state they once were. For consciousness it is important, because it defines what you are, the "I" of you. Everyone of us exists in this constant change, but that change, during our lifespan, remains within certain frame, it is homeostatic. And when you are out of this equilibrium, they call you mad and you lose yourself or a part of yourself. Being conscious is a state by itself, and the are known cases when you are not conscious or conscious in a different way than usual.
Consciousness is not there for our pleasure, it is a function or a tool of our more broader biological life goals: survival (homeostasis) and multiplying. Of course there are no true goals or functions in biology (like there's no such things in a chemical reaction or a magnetosphere), that's a slightly different topic, but those words are metaphors and must not mislead us. So, our biology or nature is made that way, that consciousness helps homeostasis and multiplying, it is defined by those two things and so everything we do, all our culture and personality basics originate from there. And I'd say the need for multiplying defines our consciousness and culture muuuch more, and culture reinforces our consciousness to remain on a specific path. Things like family or competition come from multiplying as it is in our species. Even this liberal transgender ideology and BS (you might be considering in your head right now) can't get out of sexual stereotypes and sexual behaviour.
In general, the life of a modern human (modern like several thousands years) is this: born > study and socialise > get married > bring up kids > meet your grandchildren > die. There's almost nothing defined out of that line. You may divert, miss or stop at a specific stage described or at its sub-stage, but you will succumb to activities generalised by these stages, because of the culture, because of the biology and how your personality, being defined by all that, inertially unravels. The farther you go outside the defined territory, the more you become unstable and crazy, losing yourself.
There's a known phenomena that old people tend to die when they finish something significant (like stop working) or their spouse die; and the opposite of that, like a job or a loving person can make a life of an old or badly ill person easier and longer.
Old people are prone to get strange, crazy and lose themselves (like losing their "I"). You would probably agree, that it is less likely when they have some job, when their brain actively works on something and to some point when they have close connection with someone (which implies brain activity through social interaction).
So, closer to what I am trying to say. The problem with immortality is that you get that extra unintended and undefined stage in you lifespan between getting old (or seeing grandchildren) and dying. This is not exclusively biological. Even if you remain biologically young and so can prolong the stages of your personal development or even iterate them, there's no end point, no fate direction, no biological goal anymore (you may have whatever goals or meanings in life you like though). Having children? You've done it. Seeing grand children? You've done it. Excelling or just learning a specific sphere or activity. You've done it. And you've done it second or third time. Every activity sphere, every path and your life path in general are now open and the way is undefined, unlimited in time and number of iterations.
Moreover, everything becomes less important or less perceptible compared to the scale (number) of things you learned and experienced. You become more and more restricted to a specific way of thought or behaviour. Like, when you are a child, a toddler, you are not aware of almost everything and so you have less fears, less conscience, less discipline in you. Then you grow and learn the world, the society and yourself; you can now recognise right from wrong, you get goals and habits and likes. At each age stage you have a direction or a general goal, which helps you to prioritise (direct, filter) your thoughts and behaviour patterns.
Being immortal and being gone through a normal pre-immortal stages of human life (possibly even a few times), you run out of freedom of choice (hauling all the extensive past experience) and you run out of priority criteria used for conscious willing choice (what is important now at that stage? the answer is elusive). This restricts and morphs both your external behaviour and your thought process.
When you are most conscious? When you learn, which means you're getting new experiences. When you learned something, like a dance or touch typing, and learned it good enough, you are mechanical, you do it reflexively without thought, which means you are unconscious at that. When you live with a person or at a certain place for too long, you are no longer watchful for details in there, you lose delight or emotional splash you usually get meeting a new person or visiting a new place. Then, getting older, you find similarities in people or places, and so there're less and less people or places which may surprise you and be perceived truly different by you, less intense emotional splash. Then, getting even more older or even more experiences, you find similarities in things from different categories, like cars, GUIs and job schedules. Then, you learn more and more activities to the point of being mechanical at them all. All as in all. It is like coding a script for your character activities inside a MMORPG and then coding a script to manage such scripts and then coding a script to code scripts.
So, I think there's a certain hypothetical and far point, when you become so overloaded with experience or so automatic, that you are no longer conscious at all. A point of where consciousness or "I" cease to exist, leaving the biological or whatever shell.
Getting extremely bored is just an early harbinger of that point. And somewhere between getting extremely bored and that point there's also a point when you cease as a sane person. Doesn't mean you will go crazy for the outside observer or feel yourself crazy, but you will experience so little and will have so little vivid emotions, that it would be hard to call a truly human life anymore.
What is there after the point of no consciousness? Since everything is everchanging, it should lead your body to decay this way or another. It might be that the point of no consciousness will make yourself (your thoughtless reflexive body) a very stable and long-living entity or might be the opposite.
Now the other thing is how that point is achieved. It might be linear or incremental. Like if you are getting it, but it is just a fake point after which your consciousness (or your "I") finds itself yet again but at different time perception or speed. E.g., normally you're getting conscious, say, every n minutes or every n hours or at a certain day time; and after you've gone through some long immortality (which may be extra 20 years, or 200, or longer, I have no clue here), your might become consciousness only every n months or n years, or like achieving a specific long goal and getting (for a few days) a moment of reevaluating the past decade and managing your years-long activity to come. Even with such progression in mind, there would be a point where consciousness will cease (through extremely elongated periods in that case).
All that said. An interesting and important question is: What part of the described is defined by the physical nature of brain and what part of it is defined by informational nature of thought/"I" process? When does hardware exhaust itself and when does software exhaust itself? And if these parts are separable at all?
How much can you remember? Is there an end to learning new things? At which point you will start to forget your earliest past? At which point you will know so much, you will not be able to learn something new? Or is brain and/or personality so adaptable that they can fully replace one memory/experience with another one after the first one is forgotten? How long it takes for this interchange to happen? Do traces and effects remain across all of your memory, even if the original dedicated part for a certain experience is erased? How all that relates to the point of no consciousness? Is there a "bottom" or past border for your consciousness above your birth time, because of memory limitations (observable self in the past or the border between "I" an no "I" in the past)? How far to "top" or how far in the future can the moment of your consciousness expand (e.g., normally you have that intention feel and also you can predict a few bits of your posture change to the future, as if it already happened)?
