From Dracula through to the Salvatores, the Wolfman through to Jacob, when a creature obtains immortality he or she (oddly quite often he more than she) usually gains excessive emotions, fierce strength and a change in perspective. This means that what they once were is no longer. You might argue that if the reflections and memories are there then there's no real difference in characterisation before or after than any given character gets after a possibly traumatic event. The mind continues on, with only an absorption of new knowledge and experience and the change in mental status that comes along because of this.
And in some ways you'd be right but the changes to a character aren't solely mental. It isn't all about emotions and thoughts and perception. Immortality and strength create what could possibly be an even greater change to a character than anything they could even go through, save dying and somehow existing to write about it that doesn't involve immortality or increased strength (ghosts, spirits etc).
What immortality, or the potential of immortality, brings to a character is a slow or possibly sudden disregard for the short lived. It could also increase the attachment a character would feel for those people, creatures or things connected to him or her, as in family and their offspring or other creatures once pets or even possessions that help then recall better times. Immortality isn't just living through the ages but dealing with the consequences of continually losing people, creatures or things. This seems obvious and even the thought of it seems enough to have writers writing characters going off the rails before they've even outlived their original family members.
The mindset of an immortal though, isn't necessarily going to be wrapped up in only the long lived or the fact that he or she is long lived. To some birds or dogs and cats and many other creatures we're constantly in contact with we humans live like immortals (often anyway). We see several die within our lifetimes and they see us not changing much at all. But do we dwell on the difference as often as immortal characters dwell on the difference between their potential life spans and ours? Unlikely. It doesn't consume us as it just a fact of our existence if we're so luck as to expect to live longer.
What becomes the greatest change then, for a newly immortal character, is dealing with the new status of what they once were - human - and finding a path through the potential of a long life (I'm sure when the sun explodes and swallows up the earth these creatures would die but that is adding a touch of science to the fantasy landscape). And with that change and the emotional turmoil it induces comes a touch more potential violence, anger and disregard which skews the characterisation rather extremely. Those who were happy are now riddled with darker emotions and those that were dark could become lethal to those around them. You see this often enough in vampire stories but the same applies to any creature once mortal and now immortal. And for those always immortal, the disregard, loneliness and potential violence against others remains. Purely because the immortal is one creature and mortals another, ones that could be regarded much as we do pets or pests.
The changes don't stop there though, as with a change mindset and lifespan comes an increase in strength. Now, not everyone has had to experience what it is like to be weaker in general than others when it comes to adult life but I'm sure you remember a time being confronted with a definite strength difference between yourself and others, particularly adults, as a child. The emotional impact on the weaker is alertness, envy, fear, desire (mostly to obtain) and wariness. This is where the desire to kill or become stems from in the mortal. For the immortal though, the emotional impact of increased strength can be disturbing. There is always the chance that increased strength will lead to a benevolent type of creature who desires to care or guard those weaker but that is conditional on either loneliness or some form of gentleness being a dominant emotion in the immortal.
The dominance of such emotions though, does depend on the reactions of the mortals, the opportunities for a stable lifestyle and how many lies need to be woven. The more of the immortal's identity that has to be hidden, the more the life is a lie and the more violence is involved in simply trying to exist alongside mortals (amongst other things) then the more likely it is that the immortal will act violently with that extra strength. In fact, an immortal made from a mortal is almost certain to become violent at some stage or another, possibly constantly, simply because there is turmoil right from the start over the changed status. Changes bring gains as well as losses and it is those losses that will destroy a character's old personality. The strength gained, once possibly seen as a boon could quickly become a bane as emotions are acted out.
The strength that often comes along with immortality, when used to express general annoyance, can cause irrevocable damage in the mortals. And as the violence stacks up a form of justification begins to appear in the minds of the immortals, explaining why such actions are acceptable. If not then the characters would simply fall apart from the mind out. Violence, as we're often told, begets violence and not just because someone is retaliating. Rather, in addition to the violence created in other characters the immortal character begins to act more violent in order to justify the internal justification of his or her actions. The justification could take the form of a persecution complex or a warped view of evolutionary theory or even the rights of a god. Whatever it may be, immortality for one once human is highly likely to lead to violence in extreme measures as the character's internal thoughts become increasingly twisted. For those originally immortal the likelihood of this would decrease but violence could still beget extreme violence in a warlike manner even if the immortal decided mortals were all irrelevant ants (much like us using insect repellent to wipe out masses of insects before realising their worth).
With extreme violence almost a certainty in those once human and only somewhat less likely in those originally immortal, the characterisation of immortals has to include a fair amount of cold-heartedness or hot-headedness, whichever you prefer. Which means, those romantic figures that remain kind and loving for the vast majority of the story are incredibly unlikely and, if the audience is in an analysing frame of mind, unrealistic. This is where the backlash against romantic vampires and werewolves comes from, aside from the general annoyance one gets at the overly soppy for being unworldly. Dracula was lonely and desired what he didn't have so he destroyed lives, hunted and turned a girl without asking permission, went to kill her man and was killed for it. Dracula made all the decisions and disregarded everyone else, he used violence and seduction and warped others' minds for his purpose. In this he rings true as an immortal. So when characterising immortals, adding darkness, violence and a propensity to disregard others is a good idea. This doesn't mean romance can't happen but it might be more of a challenge to write.
P.S.
On another note, this may also be why so many of humanity's gods throughout our history have been violent in nature.
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