I don't know. I've had a lot of friends who live their very lengthy lives under the same circumstances. Thor's been alive since time immemorial. Steve's been alive since... the 20s. Bucky, too. I'm not convinced that Strange was ever a child, either. But anyway.
I would have thought lack of remorse would make it much easier to cope with immortality. Although I guess you also wouldn't feel the obligation to live when you no longer wanted to.