Immortal may feel pain, but will never die, if part of their body destroys or completely,
Its regain back later[ regenerate ] but the pain or injury or illness can never kill them because most of them have no flesh.
Source
An immortal being especially ancient god, they live forever never dying of old age, even though they can be killed through other specific weapon, Such as: sunlight,magical, beheading.
In most case the immortal can never be killed because most weapon used on them cant kill them. Immortal of that species are killed by themselves.
Some immortal on earth, [ they live on earth ] or travels in sky are killed by a red-sun planet and dies as easily as human on earth (superman).
Immortal body can be destroyed but their spirit or soul will live forever and moves through the cycle of death and regenerate back an it might take some years for the immortal to enter new body and it become "Reborn".
Source
Some view immortal (vampire ageing)
never age but to me, if its never age that means they remain as a baby/child and the child/ baby remain forever not ageing.
INVISIBLE
Where nothing can damage immortal.
When they walk through fire, bullet pass through without feeling pain. They are completely capable of being harmed by any forced or defeat.
PEOPLE [ HUMAN ] DIE IN THEIR QUEST TRYING TO BECOME IMMORTAL.
They belive they can also prolong their life unknowing to them that they hasten their death on earth rather than prolong.
MY LITTLE QUOTE.
Rather its better being who are wherever you find your self rather than competing with other cause you never know its end reapercaution.